+149.0%
GEN vs M
-6.4%
+155.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.5% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | +2.6% | -11.6% | +14.3% | +3.7% |
| 3M | +15.8% | +1.6% | +14.2% | +15.5% |
| 6M | +33.1% | +25.2% | +7.9% | +30.3% |
| YTD | +11.3% | +3.8% | +7.5% | +10.5% |
| 1Y | +1.7% | +36.3% | -34.7% | -1.5% |
| 3Y | +58.1% | +116.3% | -58.2% | +45.7% |
| 5Y | +20.6% | +28.2% | -7.5% | +13.2% |
| 10Y | +149.0% | -3.4% | +152.4% | +134.6% |
| All | +149.0% | -6.4% | +155.3% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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