+2,202.2%
GAP vs RGEN
+1,576.0%
+626.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -4.5% | -4.9% | +0.4% | -4.2% |
| 30D | +9.0% | +5.7% | +3.4% | +8.6% |
| 3M | +5.0% | +32.4% | -27.4% | +3.2% |
| 6M | -17.8% | +33.2% | -51.0% | -19.3% |
| YTD | -10.4% | +2.3% | -12.7% | -10.8% |
| 1Y | -3.4% | +39.0% | -42.4% | -5.5% |
| 3Y | +111.5% | -4.6% | +116.1% | +109.6% |
| 5Y | +8.8% | -42.7% | +51.5% | +9.6% |
| 10Y | +32.9% | +433.6% | -400.7% | +20.8% |
| All | +2,202.2% | +1,576.0% | +626.2% | +1,436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling