-24.7%
U vs GEN
+61.6%
-86.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.2% | +7.1% |
| 7D | +36.6% | +2.3% | +34.3% | +34.5% |
| 30D | +13.3% | +33.1% | -19.7% | -6.9% |
| 3M | +26.2% | +6.5% | +19.7% | +18.0% |
| 6M | +88.7% | +53.8% | +35.0% | +36.4% |
| YTD | +16.6% | +11.2% | +5.3% | +5.5% |
| 1Y | +29.0% | +19.4% | +9.6% | +11.1% |
| 3Y | +99.5% | +81.0% | +18.5% | +26.3% |
| 5Y | -66.1% | +33.4% | -99.6% | -74.8% |
| All | -24.7% | +61.6% | -86.3% | -50.0% |
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 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