+158.6%
GE vs RGEN
+450.6%
-292.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +4.0% | -3.1% | +7.2% | +4.6% |
| 30D | +11.1% | +0.1% | +11.0% | +11.0% |
| 3M | -6.7% | +4.8% | -11.5% | -7.9% |
| 6M | +14.3% | +48.9% | -34.7% | +6.2% |
| YTD | +11.7% | +5.3% | +6.4% | +9.2% |
| 1Y | +10.9% | +12.5% | -1.6% | +7.2% |
| 3Y | +279.0% | +17.0% | +262.0% | +253.5% |
| 5Y | +427.0% | -35.4% | +462.3% | +412.2% |
| 10Y | +158.6% | +434.6% | -276.0% | +64.1% |
| All | +158.6% | +450.6% | -292.1% | +64.1% |
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