-4.5%
GS vs GEN
+14.1%
-18.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | -1.6% | +10.1% | -11.7% | -0.6% |
| 3M | -4.5% | +16.1% | -20.6% | -2.8% |
| All | -4.5% | +14.1% | -18.6% | -2.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling