+64.6%
GEN vs GFI
+292.6%
-228.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -4.3% | -5.1% | +0.8% | -4.0% |
| 30D | +3.8% | +13.4% | -9.7% | +2.9% |
| 3M | +22.3% | +36.2% | -14.0% | +19.7% |
| 6M | +39.0% | -9.8% | +48.8% | +39.3% |
| YTD | +11.9% | +7.7% | +4.2% | +10.4% |
| 1Y | +4.5% | +27.2% | -22.7% | +1.3% |
| All | +64.6% | +292.6% | -228.0% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling