+564.9%
SPYG vs GEN
+1,439.5%
-874.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -0.4% | +10.1% | -10.6% | -2.9% |
| 3M | +0.5% | +16.1% | -15.5% | -3.5% |
| 6M | +17.5% | +38.9% | -21.4% | +7.1% |
| YTD | +14.3% | +14.4% | -0.1% | +9.2% |
| 1Y | +21.7% | +5.9% | +15.8% | +18.3% |
| 3Y | +98.6% | +58.8% | +39.8% | +71.9% |
| 5Y | +85.1% | +24.7% | +60.4% | +67.3% |
| 10Y | +412.0% | +163.1% | +249.0% | +260.1% |
| All | +564.9% | +1,439.5% | -874.6% | +147.3% |
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 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