+62.1%
GENC vs SPY
+81.8%
-19.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.5% |
| 7D | +2.9% | +0.5% | +2.3% | +2.4% |
| 30D | +31.3% | -0.9% | +32.3% | +32.1% |
| 3M | +28.0% | +3.9% | +24.1% | +24.3% |
| 6M | +22.8% | +14.5% | +8.3% | +10.9% |
| YTD | +46.6% | +12.9% | +33.7% | +34.1% |
| 1Y | +18.0% | +19.4% | -1.3% | +3.9% |
| 3Y | +37.4% | +78.5% | -41.1% | -2.4% |
| 5Y | +62.1% | +81.8% | -19.6% | +11.9% |
| All | +62.1% | +81.8% | -19.6% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling