+272.5%
RF vs GEN
+157.3%
+115.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +6.0% | +33.1% | -27.0% | -2.2% |
| 3M | -8.9% | +6.5% | -15.4% | -11.3% |
| 6M | +2.3% | +53.8% | -51.5% | -10.9% |
| YTD | +7.6% | +11.2% | -3.7% | +2.3% |
| 1Y | +21.2% | +19.4% | +1.8% | +12.9% |
| 3Y | +108.5% | +81.0% | +27.5% | +72.1% |
| 5Y | +43.2% | +33.4% | +9.8% | +25.5% |
| All | +272.5% | +157.3% | +115.2% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling