+90.1%
RF vs GEN
+24.6%
+65.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | -3.6% | +10.1% | -13.8% | -6.9% |
| 3M | +8.1% | +16.1% | -8.0% | +2.2% |
| 6M | +11.5% | +38.9% | -27.4% | -2.0% |
| YTD | +15.6% | +14.4% | +1.1% | +9.2% |
| 1Y | +15.7% | +5.9% | +9.8% | +12.7% |
| 3Y | +86.9% | +58.8% | +28.1% | +53.2% |
| All | +90.1% | +24.6% | +65.5% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling