+246.5%
GM vs GEN
+405.8%
-159.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | -1.4% | +10.1% | -11.5% | -4.1% |
| 3M | +5.9% | +16.1% | -10.2% | +1.2% |
| 6M | +12.4% | +38.9% | -26.5% | +1.2% |
| YTD | +8.6% | +14.4% | -5.8% | +3.1% |
| 1Y | +52.6% | +5.9% | +46.8% | +48.1% |
| 3Y | +169.7% | +58.8% | +110.9% | +129.0% |
| 5Y | +87.5% | +24.7% | +62.9% | +67.0% |
| 10Y | +233.0% | +163.1% | +69.9% | +114.2% |
| All | +246.5% | +405.8% | -159.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling