+155.4%
GEN vs SPY
+311.8%
-156.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | +31.2% | -2.4% | +33.5% | +33.1% |
| 3M | +6.1% | -1.2% | +7.2% | +6.7% |
| 6M | +38.1% | +3.3% | +34.8% | +34.4% |
| YTD | +14.4% | +12.3% | +2.1% | +4.9% |
| 1Y | +15.1% | +12.4% | +2.7% | +5.4% |
| 3Y | +68.5% | +78.8% | -10.3% | +11.1% |
| 5Y | +35.8% | +75.2% | -39.4% | -9.7% |
| 10Y | +155.4% | +311.1% | -155.7% | -25.0% |
| All | +155.4% | +311.8% | -156.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling