+2,064.0%
GS vs GEN
+3,385.6%
-1,321.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | -1.6% | +10.1% | -11.7% | -4.5% |
| 3M | -4.5% | +16.1% | -20.6% | -9.2% |
| 6M | +20.9% | +38.9% | -18.0% | +8.0% |
| YTD | +19.9% | +14.4% | +5.5% | +13.3% |
| 1Y | +41.4% | +5.9% | +35.5% | +36.7% |
| 3Y | +239.2% | +58.8% | +180.4% | +186.6% |
| 5Y | +185.0% | +24.7% | +160.4% | +153.1% |
| 10Y | +655.0% | +163.1% | +491.9% | +390.1% |
| All | +2,064.0% | +3,385.6% | -1,321.5% | +532.4% |
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