+157.2%
GEN vs M
-7.1%
+164.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +2.0% | +7.0% | -5.0% | +1.4% |
| 30D | +27.7% | +8.9% | +18.8% | +26.8% |
| 3M | +3.3% | +4.5% | -1.2% | +2.8% |
| 6M | +31.8% | +36.2% | -4.4% | +28.1% |
| YTD | +13.5% | +15.1% | -1.6% | +11.6% |
| 1Y | +16.0% | +27.4% | -11.4% | +13.1% |
| 3Y | +70.6% | +160.1% | -89.6% | +55.1% |
| 5Y | +32.1% | -1.6% | +33.7% | +25.0% |
| All | +157.2% | -7.1% | +164.3% | +149.4% |
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