+7.5%
GENM vs SPY
+47.9%
-40.5%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | -1.2% | -1.1% | -0.1% | -1.2% |
| 3M | -1.2% | +3.9% | -5.1% | -1.2% |
| 6M | -1.2% | +13.6% | -14.8% | -1.3% |
| YTD | -0.1% | +12.7% | -12.8% | -0.2% |
| 1Y | +0.6% | +17.5% | -16.9% | +0.5% |
| All | +7.5% | +47.9% | -40.5% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling