+81.8%
SPY vs GEN
+22.3%
+59.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -0.9% | +2.6% | -3.6% | -1.7% |
| 3M | +3.9% | +15.8% | -11.9% | 0.0% |
| 6M | +14.5% | +33.1% | -18.6% | +5.9% |
| YTD | +12.9% | +11.3% | +1.6% | +9.2% |
| 1Y | +19.4% | +1.7% | +17.7% | +18.1% |
| 3Y | +78.5% | +58.1% | +20.3% | +55.3% |
| 5Y | +81.8% | +20.6% | +61.1% | +66.3% |
| All | +81.8% | +22.3% | +59.4% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling