+153.2%
GEN vs FTV
+78.2%
+75.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +2.1% | -9.5% | +11.6% | +5.7% |
| 3M | +19.7% | -10.9% | +30.6% | +24.4% |
| 6M | +33.3% | -0.6% | +33.9% | +32.9% |
| YTD | +11.1% | +1.4% | +9.7% | +9.7% |
| 1Y | +3.0% | +17.6% | -14.6% | -3.6% |
| 3Y | +57.9% | -3.3% | +61.1% | +56.5% |
| 5Y | +20.6% | -0.1% | +20.8% | +16.6% |
| 10Y | +153.2% | +82.5% | +70.8% | +106.5% |
| All | +153.2% | +78.2% | +75.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling