+1,096.1%
XLY vs GEN
+3,224.6%
-2,128.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | -3.9% | -4.3% | +0.5% | -3.0% |
| 30D | -6.1% | +3.8% | -9.9% | -6.9% |
| 3M | -1.2% | +22.3% | -23.4% | -5.3% |
| 6M | -1.8% | +39.0% | -40.7% | -8.8% |
| YTD | -5.9% | +11.9% | -17.8% | -8.9% |
| 1Y | -3.1% | +4.5% | -7.6% | -4.9% |
| 3Y | +36.0% | +59.0% | -23.0% | +21.4% |
| 5Y | +27.6% | +22.0% | +5.6% | +18.8% |
| 10Y | +216.8% | +155.0% | +61.8% | +143.4% |
| All | +1,096.1% | +3,224.6% | -2,128.6% | +532.1% |
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