-62.2%
XYZ vs GEN
+35.2%
-97.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -1.0% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | +11.6% | +31.2% | -19.6% | -5.2% |
| 3M | +8.4% | +6.1% | +2.3% | +3.2% |
| 6M | +17.2% | +38.1% | -21.0% | -6.5% |
| YTD | +31.7% | +14.4% | +17.3% | +18.0% |
| 1Y | +30.1% | +15.1% | +14.9% | +15.9% |
| 3Y | +66.4% | +68.5% | -2.1% | +13.6% |
| 5Y | -62.2% | +35.8% | -98.0% | -73.4% |
| All | -62.2% | +35.2% | -97.3% | -73.4% |
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