+394.8%
GEN vs VIG
+655.8%
-261.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.0% | +3.5% | -1.4% | -1.2% |
| 30D | +27.7% | +4.9% | +22.8% | +22.2% |
| 3M | +3.3% | +2.5% | +0.7% | +1.0% |
| 6M | +31.8% | +11.0% | +20.8% | +19.5% |
| YTD | +13.5% | +16.0% | -2.5% | -1.1% |
| 1Y | +16.0% | +17.5% | -1.5% | -0.2% |
| 3Y | +70.6% | +67.0% | +3.6% | +6.4% |
| 5Y | +32.1% | +64.8% | -32.7% | -16.9% |
| 10Y | +153.4% | +263.6% | -110.2% | -30.8% |
| All | +394.8% | +655.8% | -261.0% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling