-69.4%
U vs GEN
+24.6%
-94.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.5% |
| 7D | -3.8% | -1.2% | -2.6% | -3.0% |
| 30D | +17.5% | +10.1% | +7.3% | +9.5% |
| 3M | +38.7% | +16.1% | +22.6% | +24.5% |
| 6M | +104.4% | +38.9% | +65.6% | +60.2% |
| YTD | -5.7% | +14.4% | -20.1% | -14.7% |
| 1Y | +3.7% | +5.9% | -2.2% | -1.2% |
| 3Y | +12.3% | +58.8% | -46.5% | -21.2% |
| All | -69.4% | +24.6% | -94.0% | -77.6% |
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