+85.6%
SPYG vs GEN
+20.2%
+65.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | +3.4% | +15.8% | -12.4% | -0.8% |
| 6M | +18.9% | +33.1% | -14.2% | +9.2% |
| YTD | +13.8% | +11.3% | +2.5% | +9.6% |
| 1Y | +20.6% | +1.7% | +18.9% | +19.1% |
| 3Y | +100.5% | +58.1% | +42.4% | +72.1% |
| All | +85.6% | +20.2% | +65.5% | +68.3% |
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