+71.7%
SPYG vs GEN
+35.2%
+36.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -7.2% | +31.2% | -38.4% | -13.0% |
| 3M | -4.6% | +6.1% | -10.7% | -6.5% |
| 6M | -1.2% | +38.1% | -39.3% | -10.1% |
| YTD | +9.3% | +14.4% | -5.1% | +4.2% |
| 1Y | +8.8% | +15.1% | -6.3% | +3.5% |
| 3Y | +93.3% | +68.5% | +24.8% | +62.6% |
| 5Y | +71.7% | +35.8% | +35.9% | +47.0% |
| All | +71.7% | +35.2% | +36.5% | +47.0% |
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 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