+3.5%
GENVR vs SPY
+49.0%
-45.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.5% | -10.6% | -9.0% |
| 7D | -9.2% | +0.5% | -9.8% | -10.5% |
| 30D | +4.8% | -0.9% | +5.8% | +11.0% |
| 3M | +77.3% | +3.9% | +73.4% | +57.1% |
| 6M | +123.2% | +14.5% | +108.7% | +39.1% |
| YTD | -8.6% | +12.9% | -21.5% | -35.7% |
| 1Y | -54.8% | +19.4% | -74.1% | -73.0% |
| All | +3.5% | +49.0% | -45.5% | -51.4% |
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