-21.3%
GFS vs GEN
+31.1%
-52.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -8.9% | -9.6% |
| 7D | -20.7% | +8.5% | -29.2% | -22.8% |
| 30D | -25.2% | +34.2% | -59.4% | -32.6% |
| 3M | -26.3% | +10.0% | -36.3% | -29.8% |
| 6M | -50.7% | +56.8% | -107.5% | -60.7% |
| YTD | +4.5% | +14.2% | -9.7% | -4.2% |
| 1Y | +2.5% | +20.8% | -18.3% | -8.9% |
| 3Y | -30.9% | +84.1% | -115.0% | -51.1% |
| 5Y | -42.6% | +37.1% | -79.7% | -51.6% |
| All | -21.3% | +31.1% | -52.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling