+59.5%
ACWI vs RGEN
-37.9%
+97.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | 0.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -2.6% | -5.1% | +2.5% | -1.9% |
| 3M | -3.2% | +0.5% | -3.7% | -3.7% |
| 6M | +1.9% | +46.6% | -44.7% | -5.2% |
| YTD | +11.3% | +1.6% | +9.7% | +9.5% |
| 1Y | +11.7% | +5.4% | +6.3% | +9.1% |
| 3Y | +74.4% | +12.8% | +61.5% | +62.6% |
| 5Y | +59.5% | -35.6% | +95.1% | +48.2% |
| All | +59.5% | -37.9% | +97.3% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling