-1.1%
GAP vs RGEN
+415.2%
-416.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.9% | -3.3% | +1.4% | -1.1% |
| 30D | -7.1% | -5.8% | -1.2% | -5.8% |
| 3M | +4.1% | +0.2% | +3.9% | +3.3% |
| 6M | +1.9% | +56.8% | -54.9% | -9.8% |
| YTD | -15.2% | +2.4% | -17.6% | -17.3% |
| 1Y | -10.6% | +11.4% | -22.1% | -14.6% |
| 3Y | +74.6% | +15.2% | +59.4% | +59.6% |
| 5Y | +3.7% | -35.1% | +38.8% | +1.0% |
| All | -1.1% | +415.2% | -416.3% | -38.8% |
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