+2,198.6%
GAP vs RGEN
+1,689.4%
+509.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.3% |
| 7D | 0.0% | +3.5% | -3.4% | -0.2% |
| 30D | -4.3% | +2.9% | -7.2% | -4.5% |
| 3M | +9.4% | +9.2% | +0.2% | +8.7% |
| 6M | -3.3% | +44.9% | -48.2% | -5.5% |
| YTD | -10.5% | +9.2% | -19.7% | -11.3% |
| 1Y | -2.4% | +25.3% | -27.7% | -3.9% |
| 3Y | +80.1% | +21.7% | +58.4% | +76.4% |
| 5Y | +6.5% | -34.5% | +41.0% | +6.5% |
| 10Y | +14.6% | +478.9% | -464.3% | +3.7% |
| All | +2,198.6% | +1,689.4% | +509.2% | +1,427.0% |
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