-10.3%
GFS vs GEN
+30.3%
-40.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.4% |
| 7D | +7.4% | +2.0% | +5.3% | +6.7% |
| 30D | -15.3% | +27.7% | -43.0% | -22.4% |
| 3M | -21.1% | +3.3% | -24.4% | -23.0% |
| 6M | -44.5% | +31.8% | -76.3% | -52.0% |
| YTD | +19.2% | +13.5% | +5.7% | +9.4% |
| 1Y | +27.2% | +16.0% | +11.2% | +15.3% |
| 3Y | -20.1% | +70.6% | -90.7% | -41.2% |
| 5Y | -25.6% | +32.1% | -57.7% | -39.3% |
| All | -10.3% | +30.3% | -40.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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