+150.0%
GEN vs Z
-11.7%
+161.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.5% |
| 7D | -0.3% | -5.2% | +4.9% | +0.4% |
| 30D | +28.2% | +5.7% | +22.4% | +26.8% |
| 3M | +2.6% | -8.7% | +11.4% | +3.7% |
| 6M | +32.7% | -26.0% | +58.7% | +37.8% |
| YTD | +11.3% | -55.0% | +66.3% | +23.2% |
| 1Y | +17.9% | -58.0% | +75.9% | +31.6% |
| 3Y | +66.3% | -15.2% | +81.5% | +67.2% |
| 5Y | +31.7% | -53.8% | +85.5% | +37.7% |
| 10Y | +150.0% | -14.5% | +164.5% | +116.1% |
| All | +150.0% | -11.7% | +161.7% | +116.1% |
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