-18.5%
GENVR vs SPY
+47.1%
-65.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +4.5% |
| 7D | +6.9% | +2.6% | +4.3% | -2.1% |
| 30D | +238.5% | -2.0% | +240.5% | +259.5% |
| 3M | -17.7% | -2.8% | -14.9% | -6.7% |
| 6M | +351.4% | +2.1% | +349.2% | +327.2% |
| YTD | -28.1% | +11.5% | -39.6% | -46.9% |
| 1Y | -33.7% | +13.5% | -47.1% | -53.1% |
| All | -18.5% | +47.1% | -65.7% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling