+316.1%
GEN vs USFR
+27.5%
+288.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +10.1% | +0.3% | +9.8% | +10.0% |
| 3M | +16.1% | +1.0% | +15.1% | +15.8% |
| 6M | +38.9% | +1.9% | +36.9% | +38.1% |
| YTD | +14.4% | +2.6% | +11.8% | +13.7% |
| 1Y | +5.9% | +4.0% | +1.9% | +4.8% |
| 3Y | +58.8% | +14.1% | +44.7% | +53.4% |
| 5Y | +24.7% | +20.4% | +4.3% | +18.8% |
| 10Y | +163.1% | +28.0% | +135.1% | +146.8% |
| All | +316.1% | +27.5% | +288.6% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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