+100.5%
SPYG vs GEN
+57.7%
+42.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -1.6% | +2.6% | -4.2% | -2.2% |
| 3M | +3.4% | +15.8% | -12.4% | -0.2% |
| 6M | +18.9% | +33.1% | -14.2% | +10.6% |
| YTD | +13.8% | +11.3% | +2.5% | +10.6% |
| 1Y | +20.6% | +1.7% | +18.9% | +19.9% |
| 3Y | +100.5% | +58.1% | +42.4% | +78.4% |
| All | +100.5% | +57.7% | +42.8% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling