+20.6%
GEN vs RVTY
-32.1%
+52.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.6% | +10.8% | -8.2% | -0.1% |
| 3M | +15.8% | +26.8% | -11.0% | +8.2% |
| 6M | +33.1% | +39.3% | -6.2% | +20.4% |
| YTD | +11.3% | +31.6% | -20.3% | +2.2% |
| 1Y | +1.7% | +47.7% | -46.0% | -9.9% |
| 3Y | +58.1% | +19.9% | +38.2% | +45.0% |
| 5Y | +20.6% | -32.3% | +53.0% | +21.1% |
| All | +20.6% | -32.1% | +52.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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