-53.2%
S vs GEN
+24.8%
-78.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.7% |
| 7D | -7.7% | -1.2% | -6.5% | -7.1% |
| 30D | -5.3% | +10.1% | -15.5% | -10.7% |
| 3M | +20.3% | +16.1% | +4.2% | +10.1% |
| 6M | +47.4% | +38.9% | +8.5% | +20.6% |
| YTD | +32.5% | +14.4% | +18.1% | +21.2% |
| 1Y | +9.5% | +5.9% | +3.7% | +4.6% |
| 3Y | +15.5% | +58.8% | -43.3% | -12.6% |
| 5Y | -71.2% | +24.7% | -95.9% | -77.4% |
| All | -53.2% | +24.8% | -78.0% | -55.4% |
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 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