+1.7%
GEN vs Z
-63.3%
+64.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -0.8% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | +2.6% | -3.7% | +6.4% | +3.6% |
| 3M | +15.8% | -7.0% | +22.8% | +17.0% |
| 6M | +33.1% | -29.5% | +62.6% | +42.5% |
| YTD | +11.3% | -52.6% | +63.9% | +31.4% |
| 1Y | +1.7% | -64.0% | +65.7% | +25.7% |
| All | +1.7% | -63.3% | +64.9% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling