+17.2%
GFS vs GEN
+16.1%
+1.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | -5.3% | +1.0% | -6.3% | -5.1% |
| 30D | -15.8% | +29.1% | -44.9% | -12.9% |
| 3M | -18.6% | +2.9% | -21.5% | -17.8% |
| 6M | -45.0% | +33.6% | -78.6% | -44.5% |
| YTD | +16.8% | +12.0% | +4.7% | +11.1% |
| All | +17.2% | +16.1% | +1.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling