+20.6%
GEN vs VSXY
+19.3%
+1.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.1% |
| 7D | -2.9% | -10.7% | +7.8% | -2.1% |
| 30D | +2.1% | -24.3% | +26.3% | +4.4% |
| 3M | +19.7% | +1.0% | +18.7% | +19.2% |
| 6M | +33.3% | +57.4% | -24.1% | +25.7% |
| YTD | +11.1% | +39.8% | -28.7% | +5.6% |
| 1Y | +3.0% | +196.5% | -193.5% | -10.4% |
| 3Y | +57.9% | +357.2% | -299.4% | +23.8% |
| 5Y | +20.6% | +18.9% | +1.7% | +12.2% |
| All | +20.6% | +19.3% | +1.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling