+81.0%
GEN vs SM
-20.0%
+101.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | +2.3% | -25.9% | +28.2% | +5.0% |
| 30D | +33.1% | -15.1% | +48.2% | +34.6% |
| 3M | +6.5% | +4.9% | +1.6% | +4.9% |
| 6M | +53.8% | +6.1% | +47.7% | +50.3% |
| YTD | +11.2% | +63.4% | -52.2% | +0.9% |
| 1Y | +19.4% | +72.5% | -53.1% | +7.4% |
| 3Y | +81.0% | -16.9% | +97.9% | +67.0% |
| All | +81.0% | -20.0% | +101.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling