+457.2%
GS vs GEN
+151.0%
+306.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +1.7% | +29.1% | -27.4% | -4.6% |
| 3M | -11.6% | +2.9% | -14.5% | -12.9% |
| 6M | -1.9% | +33.6% | -35.5% | -9.9% |
| YTD | +5.1% | +12.0% | -7.0% | +0.3% |
| 1Y | +16.4% | +16.2% | +0.3% | +10.1% |
| 3Y | +199.0% | +65.1% | +133.9% | +159.0% |
| 5Y | +157.4% | +33.3% | +124.1% | +129.4% |
| 10Y | +457.2% | +149.7% | +307.6% | +317.2% |
| All | +457.2% | +151.0% | +306.3% | +317.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling