-19.4%
GFS vs GEN
+58.9%
-78.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.2% |
| 7D | +1.0% | -1.2% | +2.2% | +1.3% |
| 30D | -8.6% | +10.1% | -18.7% | -11.3% |
| 3M | -46.5% | +16.1% | -62.6% | -49.2% |
| 6M | -4.8% | +38.9% | -43.7% | -16.8% |
| YTD | +29.7% | +14.4% | +15.2% | +23.0% |
| 1Y | +35.8% | +5.9% | +30.0% | +34.1% |
| All | -19.4% | +58.9% | -78.3% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling