+449.6%
P vs GEN
+298.0%
+151.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.9% | -15.5% | -16.1% |
| 7D | -31.9% | +8.5% | -40.4% | -33.6% |
| 30D | -36.5% | +34.2% | -70.7% | -42.3% |
| 3M | +11.6% | +10.0% | +1.6% | +6.3% |
| 6M | +25.2% | +56.8% | -31.6% | +5.1% |
| YTD | +39.4% | +14.2% | +25.2% | +29.5% |
| 1Y | -3.7% | +20.8% | -24.5% | -12.7% |
| 3Y | +167.3% | +84.1% | +83.2% | +106.7% |
| 5Y | +237.3% | +37.1% | +200.3% | +181.7% |
| 10Y | +698.6% | +171.5% | +527.2% | +375.6% |
| All | +449.6% | +298.0% | +151.7% | +176.4% |
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