+33.5%
GEN vs VSXY
+37.4%
-3.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.4% |
| 7D | -1.2% | -14.0% | +12.8% | -0.1% |
| 30D | +10.1% | -15.9% | +26.1% | +11.5% |
| 3M | +16.1% | +3.4% | +12.7% | +15.5% |
| 6M | +38.9% | +25.9% | +12.9% | +34.3% |
| YTD | +14.4% | +39.5% | -25.1% | +9.4% |
| 1Y | +5.9% | +194.4% | -188.5% | -6.4% |
| 3Y | +58.8% | +281.4% | -222.6% | +31.3% |
| 5Y | +24.7% | +12.8% | +11.9% | +8.3% |
| All | +33.5% | +37.4% | -3.8% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling