+153.2%
GEN vs VIG
+241.3%
-88.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.0% |
| 30D | +2.1% | -2.8% | +4.9% | +4.4% |
| 3M | +19.7% | +2.5% | +17.2% | +17.5% |
| 6M | +33.3% | +8.1% | +25.2% | +25.3% |
| YTD | +11.1% | +9.6% | +1.6% | +3.5% |
| 1Y | +3.0% | +14.2% | -11.2% | -7.1% |
| 3Y | +57.9% | +56.1% | +1.8% | +13.7% |
| 5Y | +20.6% | +62.8% | -42.2% | -15.7% |
| 10Y | +153.2% | +248.2% | -95.0% | -11.2% |
| All | +153.2% | +241.3% | -88.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling