+1,407.5%
RF vs GEN
+8,824.3%
-7,416.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | +8.5% | -10.1% | -3.0% |
| 30D | +5.0% | +34.2% | -29.2% | -0.2% |
| 3M | -10.0% | +10.0% | -19.9% | -11.9% |
| 6M | +3.3% | +56.8% | -53.4% | -5.1% |
| YTD | +7.9% | +14.2% | -6.3% | +4.2% |
| 1Y | +21.2% | +20.8% | +0.5% | +15.9% |
| 3Y | +105.8% | +84.1% | +21.7% | +83.0% |
| 5Y | +43.7% | +37.1% | +6.7% | +33.0% |
| 10Y | +289.4% | +171.5% | +118.0% | +214.5% |
| All | +1,407.5% | +8,824.3% | -7,416.7% | +721.1% |
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