+5,923.7%
SPG vs GEN
+4,176.5%
+1,747.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | +16.8% | +28.2% | -11.3% | +12.7% |
| 3M | +5.7% | +2.6% | +3.0% | +4.7% |
| 6M | +17.8% | +32.7% | -14.9% | +12.3% |
| YTD | +30.1% | +11.3% | +18.8% | +26.5% |
| 1Y | +32.8% | +17.9% | +14.8% | +28.1% |
| 3Y | +137.2% | +66.3% | +70.9% | +116.9% |
| 5Y | +81.5% | +31.7% | +49.8% | +69.7% |
| 10Y | +116.5% | +150.0% | -33.5% | +78.5% |
| All | +5,923.7% | +4,176.5% | +1,747.2% | +3,803.0% |
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