+1,833.6%
GS vs GEN
+3,412.9%
-1,579.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.4% |
| 7D | +0.3% | +26.9% | -26.6% | -6.9% |
| 30D | +3.9% | +38.6% | -34.8% | -6.2% |
| 3M | -11.4% | +9.7% | -21.2% | -15.0% |
| 6M | +3.7% | +58.9% | -55.2% | -11.7% |
| YTD | +7.1% | +15.3% | -8.2% | -0.1% |
| 1Y | +19.7% | +21.8% | -2.1% | +9.7% |
| 3Y | +202.8% | +85.8% | +117.0% | +141.6% |
| 5Y | +156.7% | +37.4% | +119.3% | +118.9% |
| 10Y | +548.7% | +174.0% | +374.7% | +311.8% |
| All | +1,833.6% | +3,412.9% | -1,579.3% | +457.4% |
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