+5,342.8%
GEN vs SM
+1,264.2%
+4,078.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.3% |
| 7D | -0.3% | -22.3% | +22.0% | +2.3% |
| 30D | +28.2% | -21.4% | +49.5% | +31.2% |
| 3M | +2.6% | +1.4% | +1.3% | +1.8% |
| 6M | +32.7% | +0.1% | +32.6% | +31.1% |
| YTD | +11.3% | +59.0% | -47.7% | +3.7% |
| 1Y | +17.9% | +64.3% | -46.4% | +9.4% |
| 3Y | +66.3% | -13.1% | +79.5% | +62.4% |
| 5Y | +31.7% | -13.9% | +45.5% | +24.3% |
| 10Y | +150.0% | +1.7% | +148.3% | +78.9% |
| All | +5,342.8% | +1,264.2% | +4,078.6% | +1,805.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling