+222.2%
ACWI vs RGEN
+508.6%
-286.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.1% |
| 7D | +0.3% | +3.5% | -3.1% | -0.2% |
| 30D | -2.8% | +2.9% | -5.7% | -3.4% |
| 3M | -3.2% | +9.2% | -12.3% | -5.0% |
| 6M | +1.3% | +44.9% | -43.7% | -6.0% |
| YTD | +11.2% | +9.2% | +2.0% | +7.9% |
| 1Y | +13.8% | +25.3% | -11.5% | +7.7% |
| 3Y | +76.2% | +21.7% | +54.5% | +61.4% |
| 5Y | +59.5% | -34.5% | +94.0% | +55.8% |
| 10Y | +222.2% | +478.9% | -256.7% | +110.2% |
| All | +222.2% | +508.6% | -286.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling