+4.5%
GEN vs SM
+51.5%
-47.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -4.4% | +2.1% | -6.5% | -4.4% |
| 30D | +3.7% | +18.1% | -14.4% | +3.0% |
| 3M | +22.2% | +17.0% | +5.3% | +21.5% |
| 6M | +38.9% | +55.4% | -16.5% | +32.4% |
| YTD | +11.9% | +108.6% | -96.7% | +1.6% |
| 1Y | +4.5% | +45.7% | -41.2% | -4.3% |
| All | +4.5% | +51.5% | -47.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling