+27.7%
GEN vs Z
-55.4%
+83.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.1% |
| 7D | +2.3% | -4.6% | +6.8% | +3.1% |
| 30D | +33.1% | +8.3% | +24.7% | +30.5% |
| 3M | +6.5% | -11.6% | +18.1% | +8.6% |
| 6M | +53.8% | -33.6% | +87.4% | +64.6% |
| YTD | +11.2% | -56.7% | +67.9% | +27.9% |
| 1Y | +19.4% | -59.1% | +78.5% | +38.5% |
| 3Y | +81.0% | -20.4% | +101.4% | +84.9% |
| All | +27.7% | -55.4% | +83.1% | +35.7% |
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 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