-16.4%
GFS vs GEN
+27.7%
-44.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.9% | +7.0% |
| 7D | -7.8% | +2.3% | -10.1% | -8.6% |
| 30D | -19.7% | +33.1% | -52.7% | -27.5% |
| 3M | -23.1% | +6.5% | -29.6% | -26.0% |
| 6M | -46.4% | +53.8% | -100.2% | -57.1% |
| YTD | +11.0% | +11.2% | -0.2% | +2.5% |
| 1Y | +12.6% | +19.4% | -6.7% | +0.1% |
| 3Y | -24.9% | +81.0% | -106.0% | -46.7% |
| 5Y | -39.1% | +33.4% | -72.5% | -48.2% |
| All | -16.4% | +27.7% | -44.1% | -32.2% |
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