+1,002.8%
GEN vs SNY
+241.9%
+760.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.3% | -3.3% | +2.1% | 0.0% |
| 30D | +6.1% | -2.2% | +8.3% | +6.9% |
| 3M | +27.0% | -3.0% | +30.0% | +28.3% |
| 6M | +43.9% | +2.7% | +41.1% | +41.6% |
| YTD | +13.0% | -6.8% | +19.8% | +15.3% |
| 1Y | +4.0% | -5.3% | +9.3% | +5.1% |
| 3Y | +66.2% | -9.8% | +76.0% | +65.8% |
| 5Y | +23.2% | +9.7% | +13.5% | +11.2% |
| 10Y | +157.5% | +64.5% | +93.0% | +89.1% |
| All | +1,002.8% | +241.9% | +760.8% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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