+25.4%
GEN vs TAP
+2.2%
+23.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.2% | -2.3% | +1.1% | -0.7% |
| 30D | +10.1% | -2.1% | +12.3% | +10.6% |
| 3M | +16.1% | +6.6% | +9.5% | +14.5% |
| 6M | +38.9% | -11.5% | +50.3% | +42.0% |
| YTD | +14.4% | -10.3% | +24.7% | +16.4% |
| 1Y | +5.9% | -14.4% | +20.3% | +8.6% |
| 3Y | +58.8% | -28.3% | +87.1% | +67.8% |
| All | +25.4% | +2.2% | +23.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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