+5,498.1%
GEN vs SM
+1,608.3%
+3,889.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +10.1% | +26.3% | -16.2% | +7.1% |
| 3M | +16.1% | +8.7% | +7.4% | +14.3% |
| 6M | +38.9% | +51.7% | -12.8% | +31.0% |
| YTD | +14.4% | +99.0% | -84.6% | +4.5% |
| 1Y | +5.9% | +34.6% | -28.7% | +0.7% |
| 3Y | +58.8% | -7.8% | +66.5% | +54.4% |
| 5Y | +24.7% | +104.8% | -80.1% | +6.7% |
| 10Y | +163.1% | +7.2% | +155.8% | +88.7% |
| All | +5,498.1% | +1,608.3% | +3,889.8% | +1,819.4% |
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