+6.5%
GAP vs RGEN
-34.8%
+41.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.6% |
| 7D | 0.0% | +3.5% | -3.4% | -0.9% |
| 30D | -4.3% | +2.9% | -7.2% | -5.2% |
| 3M | +9.4% | +9.2% | +0.2% | +5.7% |
| 6M | -3.3% | +44.9% | -48.2% | -14.6% |
| YTD | -10.5% | +9.2% | -19.7% | -14.8% |
| 1Y | -2.4% | +25.3% | -27.7% | -10.7% |
| 3Y | +80.1% | +21.7% | +58.4% | +58.1% |
| 5Y | +6.5% | -34.5% | +41.0% | -13.3% |
| All | +6.5% | -34.8% | +41.3% | -13.3% |
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