+263.5%
GEN vs Z
+6.6%
+256.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -0.8% | -13.1% | +12.3% | +1.2% |
| 30D | +31.2% | +5.9% | +25.4% | +29.8% |
| 3M | +6.1% | -13.7% | +19.8% | +8.0% |
| 6M | +38.1% | -27.1% | +65.3% | +43.8% |
| YTD | +14.4% | -56.8% | +71.2% | +27.4% |
| 1Y | +15.1% | -60.2% | +75.4% | +29.5% |
| 3Y | +68.5% | -19.7% | +88.2% | +70.5% |
| 5Y | +35.8% | -53.7% | +89.5% | +42.2% |
| 10Y | +155.4% | -16.9% | +172.3% | +121.8% |
| All | +263.5% | +6.6% | +256.9% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling