+211.8%
GLD vs GEN
+156.5%
+55.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -4.4% | +31.2% | -35.7% | -4.9% |
| 3M | -8.9% | +6.1% | -15.0% | -9.1% |
| 6M | -16.0% | +38.1% | -54.1% | -16.5% |
| YTD | -7.9% | +14.4% | -22.3% | -8.2% |
| 1Y | -3.9% | +15.1% | -19.0% | -4.2% |
| 3Y | +103.4% | +68.5% | +34.9% | +100.9% |
| 5Y | +109.7% | +35.8% | +73.9% | +107.4% |
| 10Y | +211.8% | +155.4% | +56.4% | +205.1% |
| All | +211.8% | +156.5% | +55.3% | +205.1% |
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