+149.0%
GEN vs SM
+12.3%
+136.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.4% | -3.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +2.6% | +31.5% | -28.9% | +0.9% |
| 3M | +15.8% | +17.3% | -1.6% | +14.4% |
| 6M | +33.1% | +48.5% | -15.4% | +29.3% |
| YTD | +11.3% | +106.3% | -95.0% | +5.9% |
| 1Y | +1.7% | +47.3% | -45.6% | -1.5% |
| 3Y | +58.1% | -1.4% | +59.6% | +54.9% |
| 5Y | +20.6% | +114.0% | -93.4% | +12.2% |
| 10Y | +149.0% | +12.5% | +136.5% | +122.9% |
| All | +149.0% | +12.3% | +136.6% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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