+163.6%
W vs GEN
+260.4%
-96.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.7% |
| 7D | -4.2% | -1.2% | -3.0% | -3.5% |
| 30D | -7.6% | +10.1% | -17.7% | -12.7% |
| 3M | +37.2% | +16.1% | +21.1% | +25.8% |
| 6M | +26.3% | +38.9% | -12.5% | +3.6% |
| YTD | -1.0% | +14.4% | -15.4% | -9.8% |
| 1Y | +20.1% | +5.9% | +14.2% | +14.0% |
| 3Y | +37.8% | +58.8% | -21.0% | +5.4% |
| 5Y | -63.7% | +24.7% | -88.3% | -68.8% |
| 10Y | +156.3% | +163.1% | -6.7% | +44.7% |
| All | +163.6% | +260.4% | -96.7% | +13.0% |
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