-44.9%
S vs GEN
+22.2%
-67.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | +1.4% | +1.0% | +0.4% | +0.8% |
| 30D | -10.8% | +29.1% | -39.9% | -24.1% |
| 3M | +5.4% | +2.9% | +2.5% | +2.1% |
| 6M | +41.2% | +33.6% | +7.6% | +17.0% |
| YTD | +56.2% | +12.0% | +44.2% | +42.5% |
| 1Y | +36.3% | +16.2% | +20.1% | +21.7% |
| 3Y | +49.4% | +65.1% | -15.6% | +9.5% |
| 5Y | -66.9% | +33.3% | -100.2% | -74.4% |
| All | -44.9% | +22.2% | -67.1% | -47.6% |
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