+42.5%
GM vs GEN
+33.3%
+9.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.7% |
| 30D | +3.6% | +27.7% | -24.2% | -3.3% |
| 3M | -0.2% | +3.3% | -3.5% | -1.6% |
| 6M | +13.9% | +31.8% | -17.9% | +4.2% |
| YTD | +6.5% | +13.5% | -7.0% | +1.5% |
| 1Y | +20.7% | +16.0% | +4.6% | +14.1% |
| 3Y | +229.5% | +70.6% | +158.9% | +169.7% |
| All | +42.5% | +33.3% | +9.2% | +20.5% |
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 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