+32.5%
GEN vs VSXY
+93.0%
-60.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +2.0% | -1.7% | +3.8% | +2.2% |
| 30D | +27.7% | +20.1% | +7.6% | +26.0% |
| 3M | +3.3% | +16.6% | -13.3% | +1.8% |
| 6M | +31.8% | +134.9% | -103.1% | +21.2% |
| YTD | +13.5% | +96.0% | -82.5% | +5.6% |
| 1Y | +16.0% | +203.8% | -187.7% | +3.2% |
| 3Y | +70.6% | +465.3% | -394.8% | +37.0% |
| 5Y | +32.1% | +106.3% | -74.2% | +12.8% |
| All | +32.5% | +93.0% | -60.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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