-87.9%
GENK vs SPY
+80.8%
-168.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | +0.7% |
| 30D | -7.5% | -1.7% | -5.8% | -5.2% |
| 3M | -14.0% | +4.7% | -18.7% | -20.2% |
| 6M | +10.1% | +12.5% | -2.4% | -7.8% |
| YTD | -12.3% | +11.7% | -24.0% | -25.7% |
| 1Y | -41.1% | +17.5% | -58.6% | -53.6% |
| 3Y | -86.9% | +76.6% | -163.5% | -94.6% |
| All | -87.9% | +80.8% | -168.7% | -95.6% |
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