+6,239.3%
GEN vs SPY
+3,027.0%
+3,212.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -2.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | +28.2% | -3.3% | +31.5% | +31.9% |
| 3M | +2.6% | -2.4% | +5.0% | +4.7% |
| 6M | +32.7% | +2.6% | +30.1% | +28.6% |
| YTD | +11.3% | +11.2% | 0.0% | -0.2% |
| 1Y | +17.9% | +13.4% | +4.6% | +3.7% |
| 3Y | +66.3% | +79.9% | -13.6% | -7.7% |
| 5Y | +31.7% | +72.2% | -40.5% | -25.0% |
| 10Y | +150.0% | +307.3% | -157.3% | -44.9% |
| All | +6,239.3% | +3,027.0% | +3,212.3% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling