+824.1%
GENC vs SPY
+1,057.3%
-233.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +27.1% | +0.1% | +27.1% | +27.0% |
| 3M | +24.2% | +2.0% | +22.2% | +22.7% |
| 6M | +15.8% | +13.0% | +2.8% | +8.2% |
| YTD | +42.1% | +13.5% | +28.6% | +32.8% |
| 1Y | +14.0% | +20.0% | -6.0% | +3.5% |
| 3Y | +28.7% | +77.2% | -48.5% | -3.4% |
| 5Y | +59.1% | +81.9% | -22.8% | +16.6% |
| 10Y | +58.8% | +314.1% | -255.3% | -19.4% |
| All | +824.1% | +1,057.3% | -233.2% | +193.0% |
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