+155.4%
GEN vs SM
+10.6%
+144.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +31.2% | -17.3% | +48.5% | +32.4% |
| 3M | +6.1% | -3.6% | +9.7% | +6.0% |
| 6M | +38.1% | +2.9% | +35.2% | +37.1% |
| YTD | +14.4% | +70.2% | -55.8% | +9.8% |
| 1Y | +15.1% | +66.5% | -51.4% | +10.6% |
| 3Y | +68.5% | -8.2% | +76.7% | +65.6% |
| 5Y | +35.8% | -1.5% | +37.3% | +31.1% |
| 10Y | +155.4% | +11.9% | +143.5% | +129.3% |
| All | +155.4% | +10.6% | +144.8% | +129.3% |
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