+152.0%
GE vs RGEN
+402.3%
-250.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -1.2% | -4.6% | +3.3% | -0.5% |
| 30D | -11.3% | +1.2% | -12.4% | -11.6% |
| 3M | -1.4% | +26.8% | -28.2% | -5.6% |
| 6M | +1.2% | +29.1% | -27.8% | -3.7% |
| YTD | +5.9% | +0.7% | +5.2% | +4.6% |
| 1Y | +18.4% | +39.1% | -20.7% | +10.8% |
| 3Y | +271.0% | +2.2% | +268.7% | +252.9% |
| 5Y | +417.9% | -44.0% | +461.9% | +414.6% |
| 10Y | +152.0% | +412.7% | -260.8% | +60.0% |
| All | +152.0% | +402.3% | -250.3% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling