+25.4%
GEN vs M
+27.3%
-1.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -1.2% | +4.7% | -5.9% | -1.8% |
| 30D | +10.1% | -9.6% | +19.8% | +11.6% |
| 3M | +16.1% | +0.9% | +15.2% | +15.6% |
| 6M | +38.9% | +22.3% | +16.6% | +34.4% |
| YTD | +14.4% | +6.5% | +7.9% | +12.6% |
| 1Y | +5.9% | +38.8% | -32.9% | +0.2% |
| 3Y | +58.8% | +115.9% | -57.1% | +37.2% |
| All | +25.4% | +27.3% | -1.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling