+186.8%
GS vs GEN
+84.3%
+102.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.4% | -6.1% |
| 7D | -6.3% | +8.5% | -14.8% | -8.1% |
| 30D | -3.1% | +34.2% | -37.4% | -10.2% |
| 3M | -17.7% | +10.0% | -27.6% | -20.0% |
| 6M | -4.6% | +56.8% | -61.3% | -17.7% |
| YTD | +0.3% | +14.2% | -13.9% | -3.6% |
| 1Y | +11.7% | +20.8% | -9.1% | +5.1% |
| All | +186.8% | +84.3% | +102.5% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling