+398.8%
GEN vs VIG
+623.5%
-224.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | +10.1% | -1.0% | +11.1% | +11.2% |
| 3M | +16.1% | +2.8% | +13.3% | +13.1% |
| 6M | +38.9% | +8.2% | +30.7% | +28.7% |
| YTD | +14.4% | +11.0% | +3.4% | +3.8% |
| 1Y | +5.9% | +16.1% | -10.3% | -8.0% |
| 3Y | +58.8% | +56.2% | +2.6% | +5.4% |
| 5Y | +24.7% | +63.0% | -38.3% | -20.8% |
| 10Y | +163.1% | +241.4% | -78.4% | -23.7% |
| All | +398.8% | +623.5% | -224.7% | -33.2% |
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 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