+261.5%
RF vs GEN
+166.9%
+94.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +7.0% | +28.2% | -21.1% | -0.2% |
| 3M | -7.0% | +2.6% | -9.6% | -8.5% |
| 6M | +6.8% | +32.7% | -25.9% | -2.7% |
| YTD | +9.9% | +11.3% | -1.4% | +4.5% |
| 1Y | +21.1% | +17.9% | +3.2% | +13.2% |
| 3Y | +119.6% | +66.3% | +53.3% | +85.7% |
| 5Y | +46.2% | +31.7% | +14.5% | +28.5% |
| 10Y | +261.5% | +150.0% | +111.5% | +170.0% |
| All | +261.5% | +166.9% | +94.6% | +170.0% |
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