+70.8%
GENC vs SPY
+312.5%
-241.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.3% |
| 30D | +17.2% | -1.4% | +18.6% | +18.3% |
| 3M | +24.9% | +3.7% | +21.2% | +21.2% |
| 6M | +22.8% | +13.0% | +9.8% | +11.4% |
| YTD | +44.7% | +12.4% | +32.3% | +32.2% |
| 1Y | +23.3% | +18.5% | +4.7% | +8.2% |
| 3Y | +35.6% | +77.6% | -42.1% | -10.2% |
| 5Y | +59.4% | +81.7% | -22.2% | +2.2% |
| 10Y | +70.8% | +319.7% | -248.9% | -57.2% |
| All | +70.8% | +312.5% | -241.7% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling