+25.4%
GEN vs Z
-64.8%
+90.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.8% |
| 7D | -1.2% | -3.0% | +1.8% | -0.7% |
| 30D | +10.1% | -4.2% | +14.3% | +10.8% |
| 3M | +16.1% | -3.7% | +19.8% | +16.5% |
| 6M | +38.9% | -24.5% | +63.4% | +44.5% |
| YTD | +14.4% | -49.3% | +63.7% | +26.7% |
| 1Y | +5.9% | -58.7% | +64.5% | +20.8% |
| 3Y | +58.8% | -34.1% | +92.9% | +65.3% |
| All | +25.4% | -64.8% | +90.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling