+157.2%
GEN vs SM
+18.0%
+139.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +2.0% | +9.4% | -7.3% | +1.5% |
| 30D | +27.7% | -14.4% | +42.1% | +28.6% |
| 3M | +3.3% | +1.6% | +1.7% | +2.8% |
| 6M | +31.8% | +6.3% | +25.5% | +30.6% |
| YTD | +13.5% | +78.8% | -65.3% | +8.6% |
| 1Y | +16.0% | +83.1% | -67.1% | +10.8% |
| 3Y | +70.6% | -5.9% | +76.5% | +67.4% |
| 5Y | +32.1% | +4.8% | +27.3% | +27.1% |
| All | +157.2% | +18.0% | +139.2% | +130.6% |
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