+19,778.3%
GD vs RGEN
+1,584.8%
+18,193.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -2.2% |
| 7D | -3.9% | -10.7% | +6.8% | -3.6% |
| 30D | +8.1% | -3.6% | +11.7% | +8.2% |
| 3M | -6.8% | +6.2% | -13.0% | -7.0% |
| 6M | +3.0% | +34.1% | -31.1% | +2.0% |
| YTD | +7.8% | +2.8% | +4.9% | +7.4% |
| 1Y | +5.8% | +15.5% | -9.7% | +5.1% |
| 3Y | +55.3% | +12.1% | +43.3% | +53.5% |
| 5Y | +96.7% | -36.9% | +133.5% | +95.9% |
| 10Y | +195.4% | +522.4% | -327.0% | +176.5% |
| All | +19,778.3% | +1,584.8% | +18,193.5% | +16,497.8% |
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