+37.4%
GENC vs SPY
+78.7%
-41.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.7% |
| 7D | +2.9% | +0.5% | +2.3% | +2.2% |
| 30D | +31.3% | -0.9% | +32.3% | +32.4% |
| 3M | +28.0% | +3.9% | +24.1% | +22.6% |
| 6M | +22.8% | +14.5% | +8.3% | +5.7% |
| YTD | +46.6% | +12.9% | +33.7% | +28.6% |
| 1Y | +18.0% | +19.4% | -1.3% | -2.4% |
| 3Y | +37.4% | +78.5% | -41.1% | -17.5% |
| All | +37.4% | +78.7% | -41.3% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling