+157.2%
GEN vs Z
-16.5%
+173.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.9% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +27.7% | +5.2% | +22.5% | +26.5% |
| 3M | +3.3% | -17.0% | +20.3% | +5.8% |
| 6M | +31.8% | -22.7% | +54.5% | +36.1% |
| YTD | +13.5% | -56.3% | +69.8% | +26.2% |
| 1Y | +16.0% | -57.7% | +73.7% | +29.4% |
| 3Y | +70.6% | -16.5% | +87.1% | +71.9% |
| 5Y | +32.1% | -53.4% | +85.5% | +38.2% |
| All | +157.2% | -16.5% | +173.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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