+81.6%
GM vs GEN
+21.5%
+60.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -1.1% | -4.3% | +3.3% | +0.2% |
| 30D | -3.4% | +3.8% | -7.2% | -4.5% |
| 3M | +8.7% | +22.3% | -13.6% | +2.3% |
| 6M | +15.4% | +39.0% | -23.5% | +3.6% |
| YTD | +6.6% | +11.9% | -5.3% | +2.3% |
| 1Y | +51.5% | +4.5% | +47.0% | +48.7% |
| 3Y | +169.3% | +59.0% | +110.4% | +125.8% |
| 5Y | +81.6% | +22.0% | +59.6% | +61.6% |
| All | +81.6% | +21.5% | +60.1% | +61.6% |
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