+16.5%
GENVR vs SPY
+49.9%
-33.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.2% | -11.1% |
| 7D | -10.6% | +0.1% | -10.7% | -10.2% |
| 30D | +69.7% | +0.1% | +69.7% | +73.9% |
| 3M | +64.9% | +2.0% | +62.9% | +56.7% |
| 6M | +165.7% | +13.0% | +152.7% | +72.8% |
| YTD | +2.9% | +13.5% | -10.7% | -29.4% |
| 1Y | -46.1% | +20.0% | -66.1% | -68.6% |
| All | +16.5% | +49.9% | -33.3% | -46.6% |
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