+153.2%
GEN vs SPY
+312.5%
-159.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | +2.1% | -1.4% | +3.4% | +3.1% |
| 3M | +19.7% | +3.7% | +16.0% | +16.5% |
| 6M | +33.3% | +13.0% | +20.3% | +21.8% |
| YTD | +11.1% | +12.4% | -1.3% | +2.1% |
| 1Y | +3.0% | +18.5% | -15.5% | -9.0% |
| 3Y | +57.9% | +77.6% | -19.8% | +4.7% |
| 5Y | +20.6% | +81.7% | -61.1% | -21.6% |
| 10Y | +153.2% | +319.7% | -166.4% | -21.8% |
| All | +153.2% | +312.5% | -159.3% | -21.8% |
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