-48.8%
S vs GEN
+21.3%
-70.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +3.1% |
| 7D | -13.4% | +2.3% | -15.7% | -14.7% |
| 30D | -14.0% | +33.1% | -47.0% | -28.1% |
| 3M | +4.9% | +6.5% | -1.6% | -0.5% |
| 6M | +42.0% | +53.8% | -11.8% | +7.8% |
| YTD | +45.1% | +11.2% | +33.9% | +33.0% |
| 1Y | +33.1% | +19.4% | +13.7% | +17.0% |
| 3Y | +40.6% | +81.0% | -40.4% | -2.3% |
| 5Y | -67.5% | +33.4% | -100.9% | -74.9% |
| All | -48.8% | +21.3% | -70.1% | -51.1% |
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 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