+303.1%
GEN vs USFR
+28.6%
+274.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +24.7% | +0.4% | +24.3% | +24.6% |
| 3M | +4.1% | +1.0% | +3.1% | +3.8% |
| 6M | +36.0% | +2.0% | +34.0% | +35.3% |
| YTD | +10.9% | +3.4% | +7.4% | +9.9% |
| 1Y | +12.2% | +4.1% | +8.1% | +11.0% |
| 3Y | +63.3% | +14.4% | +48.9% | +57.6% |
| 5Y | +29.0% | +21.4% | +7.6% | +22.7% |
| 10Y | +147.5% | +28.5% | +119.0% | +131.9% |
| All | +303.1% | +28.6% | +274.5% | +288.9% |
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