+5,495.3%
GEN vs SM
+1,360.8%
+4,134.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +31.2% | -17.3% | +48.5% | +33.5% |
| 3M | +6.1% | -3.6% | +9.7% | +5.9% |
| 6M | +38.1% | +2.9% | +35.2% | +36.1% |
| YTD | +14.4% | +70.2% | -55.8% | +5.8% |
| 1Y | +15.1% | +66.5% | -51.4% | +6.6% |
| 3Y | +68.5% | -8.2% | +76.7% | +63.5% |
| 5Y | +35.8% | -1.5% | +37.3% | +26.3% |
| 10Y | +155.4% | +11.9% | +143.5% | +80.5% |
| All | +5,495.3% | +1,360.8% | +4,134.5% | +1,843.3% |
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 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