+24.3%
GAP vs RGEN
+414.1%
-389.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.3% | -2.9% | -3.4% | -5.6% |
| 30D | -0.2% | -0.1% | -0.2% | -0.5% |
| 3M | 0.0% | +25.9% | -25.9% | -6.2% |
| 6M | -8.1% | +35.2% | -43.3% | -15.8% |
| YTD | -16.5% | +0.5% | -17.0% | -17.8% |
| 1Y | -10.5% | +37.0% | -47.4% | -18.7% |
| 3Y | +104.0% | +2.0% | +102.0% | +90.7% |
| 5Y | +6.8% | -44.2% | +50.9% | +7.3% |
| All | +24.3% | +414.1% | -389.8% | -25.9% |
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