+765.4%
GENC vs SPY
+1,029.6%
-264.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.1% | -0.6% | +0.6% | +0.4% |
| 30D | -4.4% | -3.7% | -0.8% | -2.5% |
| 3M | +7.8% | -2.7% | +10.6% | +9.4% |
| 6M | +11.9% | +2.2% | +9.7% | +10.4% |
| YTD | +33.1% | +10.8% | +22.3% | +26.0% |
| 1Y | +24.4% | +11.2% | +13.1% | +17.5% |
| 3Y | +22.9% | +76.5% | -53.6% | -7.4% |
| 5Y | +35.5% | +72.9% | -37.4% | +2.0% |
| 10Y | +30.2% | +304.8% | -274.6% | -33.2% |
| All | +765.4% | +1,029.6% | -264.2% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling