+19,851.2%
GD vs RGEN
+1,576.0%
+18,275.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -5.3% | -4.9% | -0.3% | -5.1% |
| 30D | -6.4% | +5.7% | -12.1% | -6.6% |
| 3M | +5.7% | +32.4% | -26.7% | +4.8% |
| 6M | -0.9% | +33.2% | -34.1% | -1.9% |
| YTD | +8.2% | +2.3% | +5.9% | +7.9% |
| 1Y | +13.4% | +39.0% | -25.6% | +12.1% |
| 3Y | +68.5% | -4.6% | +73.1% | +67.2% |
| 5Y | +97.2% | -42.7% | +139.8% | +96.9% |
| 10Y | +190.2% | +433.6% | -243.4% | +172.6% |
| All | +19,851.2% | +1,576.0% | +18,275.2% | +16,572.0% |
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