+10.9%
GE vs RGEN
+18.8%
-7.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.1% |
| 3M | -6.7% | +4.8% | -11.5% | -8.2% |
| 6M | +14.3% | +48.9% | -34.7% | +2.6% |
| YTD | +11.7% | +5.3% | +6.4% | +7.2% |
| 1Y | +10.9% | +12.5% | -1.6% | +5.0% |
| All | +10.9% | +18.8% | -7.9% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling