+305.9%
GEN vs VYM
+490.3%
-184.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +2.6% | -1.3% | +3.9% | +3.8% |
| 3M | +15.8% | +4.1% | +11.7% | +11.9% |
| 6M | +33.1% | +9.8% | +23.3% | +22.7% |
| YTD | +11.3% | +15.3% | -4.0% | -1.6% |
| 1Y | +1.7% | +20.0% | -18.4% | -13.2% |
| 3Y | +58.1% | +66.2% | -8.1% | +3.2% |
| 5Y | +20.6% | +77.5% | -56.9% | -25.6% |
| 10Y | +149.0% | +201.7% | -52.7% | -8.8% |
| All | +305.9% | +490.3% | -184.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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