+26.2%
GEN vs GFI
+524.1%
-497.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.9% |
| 30D | +6.1% | +10.7% | -4.6% | +5.3% |
| 3M | +27.0% | +25.6% | +1.3% | +24.8% |
| 6M | +43.9% | -8.3% | +52.1% | +43.9% |
| YTD | +13.0% | +6.3% | +6.7% | +11.5% |
| 1Y | +4.0% | +22.1% | -18.1% | +1.2% |
| 3Y | +66.2% | +289.2% | -223.0% | +44.3% |
| All | +26.2% | +524.1% | -497.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling