-93.8%
GENK vs SPY
+80.4%
-174.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | -25.2% | +2.6% | -27.8% | -28.3% |
| 30D | -43.8% | -2.0% | -41.8% | -42.4% |
| 3M | -51.3% | -2.8% | -48.5% | -49.6% |
| 6M | -58.0% | +2.1% | -60.1% | -59.8% |
| YTD | -55.0% | +11.5% | -66.5% | -62.0% |
| 1Y | -64.3% | +13.5% | -77.7% | -70.6% |
| 3Y | -89.0% | +77.7% | -166.7% | -95.6% |
| All | -93.8% | +80.4% | -174.2% | -97.8% |
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