+5,256.9%
SPG vs GEN
+4,298.5%
+958.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -6.8% | +10.1% | -17.0% | -8.2% |
| 3M | +2.7% | +16.1% | -13.4% | +0.3% |
| 6M | +5.5% | +38.9% | -33.4% | 0.0% |
| YTD | +15.7% | +14.4% | +1.3% | +12.6% |
| 1Y | +20.9% | +5.9% | +15.0% | +18.9% |
| 3Y | +112.4% | +58.8% | +53.6% | +96.1% |
| 5Y | +101.4% | +24.7% | +76.7% | +90.4% |
| 10Y | +60.6% | +163.1% | -102.4% | +32.0% |
| All | +5,256.9% | +4,298.5% | +958.4% | +3,372.9% |
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