+20.6%
GEN vs WY
-20.4%
+41.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -2.9% | -1.7% | -1.2% | -2.4% |
| 30D | +2.1% | -9.9% | +11.9% | +5.6% |
| 3M | +19.7% | -7.5% | +27.2% | +22.5% |
| 6M | +33.3% | -5.1% | +38.4% | +34.4% |
| YTD | +11.1% | -2.1% | +13.2% | +10.2% |
| 1Y | +3.0% | -7.3% | +10.3% | +4.2% |
| 3Y | +57.9% | -22.6% | +80.5% | +68.7% |
| 5Y | +20.6% | -19.8% | +40.4% | +27.4% |
| All | +20.6% | -20.4% | +41.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling