+109.3%
RF vs GEN
+84.3%
+25.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.6% | +8.5% | -10.1% | -3.7% |
| 30D | +5.0% | +34.2% | -29.2% | -3.0% |
| 3M | -10.0% | +10.0% | -19.9% | -12.7% |
| 6M | +3.3% | +56.8% | -53.4% | -11.1% |
| YTD | +7.9% | +14.2% | -6.3% | +3.9% |
| 1Y | +21.2% | +20.8% | +0.5% | +14.1% |
| All | +109.3% | +84.3% | +25.0% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling