-87.2%
GENK vs SPY
+76.5%
-163.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.1% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | +3.3% | -1.4% | +4.7% | +5.3% |
| 3M | -9.2% | +3.7% | -12.9% | -14.4% |
| 6M | +9.3% | +13.0% | -3.7% | -8.3% |
| YTD | -10.9% | +12.4% | -23.3% | -24.5% |
| 1Y | -39.9% | +18.5% | -58.5% | -52.8% |
| All | -87.2% | +76.5% | -163.7% | -94.3% |
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