+104.1%
GLD vs GEN
+33.3%
+70.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.5% | +27.7% | -33.2% | -5.9% |
| 3M | -10.9% | +3.3% | -14.2% | -11.0% |
| 6M | -17.4% | +31.8% | -49.2% | -17.9% |
| YTD | -10.3% | +13.5% | -23.8% | -10.6% |
| 1Y | -7.2% | +16.0% | -23.2% | -7.5% |
| 3Y | +96.9% | +70.6% | +26.3% | +93.6% |
| All | +104.1% | +33.3% | +70.7% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling