+31.7%
GEN vs SPY
+71.5%
-39.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -1.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +28.2% | -3.3% | +31.5% | +31.2% |
| 3M | +2.6% | -2.4% | +5.0% | +4.3% |
| 6M | +32.7% | +2.6% | +30.1% | +29.5% |
| YTD | +11.3% | +11.2% | 0.0% | +1.9% |
| 1Y | +17.9% | +13.4% | +4.6% | +6.4% |
| 3Y | +66.3% | +79.9% | -13.6% | +5.2% |
| 5Y | +31.7% | +72.2% | -40.5% | -13.7% |
| All | +31.7% | +71.5% | -39.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling