+47.1%
GM vs GEN
+5.1%
+42.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | -2.4% | -1.3% | -1.2% | -2.3% |
| 30D | -1.1% | +6.1% | -7.2% | -1.8% |
| 3M | +6.1% | +27.0% | -20.8% | +3.2% |
| 6M | +15.0% | +43.9% | -28.9% | +9.6% |
| YTD | +6.0% | +13.0% | -7.0% | +13.0% |
| 1Y | +47.1% | +4.0% | +43.1% | +57.5% |
| All | +47.1% | +5.1% | +42.0% | +57.5% |
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