+155.4%
GEN vs M
-5.1%
+160.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -0.8% | -3.3% | +2.5% | -0.6% |
| 30D | +31.2% | +8.1% | +23.1% | +30.4% |
| 3M | +6.1% | +2.2% | +3.9% | +5.8% |
| 6M | +38.1% | +35.1% | +3.0% | +34.3% |
| YTD | +14.4% | +15.8% | -1.4% | +12.4% |
| 1Y | +15.1% | +25.8% | -10.7% | +12.3% |
| 3Y | +68.5% | +156.2% | -87.7% | +53.4% |
| 5Y | +35.8% | -2.4% | +38.2% | +28.5% |
| 10Y | +155.4% | -7.1% | +162.5% | +146.5% |
| All | +155.4% | -5.1% | +160.5% | +146.5% |
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