+12.2%
GAP vs RGEN
-42.7%
+54.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +9.3% | +2.8% | +6.5% | +8.0% |
| 3M | +6.1% | +34.5% | -28.4% | -3.4% |
| 6M | -2.3% | +40.5% | -42.7% | -12.9% |
| YTD | -10.6% | +2.8% | -13.4% | -12.9% |
| 1Y | -4.4% | +39.6% | -44.1% | -15.1% |
| 3Y | +118.3% | +4.4% | +113.9% | +100.3% |
| 5Y | +12.2% | -42.8% | +55.0% | -4.2% |
| All | +12.2% | -42.7% | +54.9% | -4.2% |
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