-87.6%
GENK vs SPY
+82.8%
-170.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -1.3% |
| 30D | -3.6% | -0.9% | -2.6% | -2.2% |
| 3M | -7.4% | +3.9% | -11.2% | -13.1% |
| 6M | +9.9% | +14.5% | -4.6% | -10.3% |
| YTD | -10.4% | +12.9% | -23.3% | -25.2% |
| 1Y | -41.8% | +19.4% | -61.2% | -55.2% |
| 3Y | -86.7% | +78.5% | -165.1% | -94.5% |
| All | -87.6% | +82.8% | -170.3% | -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 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