+157.2%
GEN vs WY
+5.0%
+152.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +2.0% | -0.8% | +2.9% | +2.3% |
| 30D | +27.7% | +10.1% | +17.6% | +24.6% |
| 3M | +3.3% | -15.4% | +18.6% | +7.8% |
| 6M | +31.8% | -8.3% | +40.1% | +34.3% |
| YTD | +13.5% | -9.8% | +23.3% | +15.6% |
| 1Y | +16.0% | -3.9% | +19.9% | +16.1% |
| 3Y | +70.6% | -23.3% | +93.9% | +80.0% |
| 5Y | +32.1% | -31.2% | +63.3% | +42.2% |
| All | +157.2% | +5.0% | +152.2% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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