+226.8%
ACWI vs RGEN
+430.0%
-203.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +0.9% | +5.7% | -4.8% | -0.2% |
| 3M | +2.4% | +32.4% | -30.0% | -2.9% |
| 6M | +12.4% | +33.2% | -20.8% | +5.9% |
| YTD | +15.2% | +2.3% | +12.9% | +13.4% |
| 1Y | +22.7% | +39.0% | -16.3% | +14.0% |
| 3Y | +75.8% | -4.6% | +80.4% | +67.9% |
| 5Y | +67.7% | -42.7% | +110.4% | +67.9% |
| All | +226.8% | +430.0% | -203.3% | +120.6% |
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