+281.8%
GE vs RGEN
-0.1%
+281.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +1.2% | -0.9% | +2.0% | +1.3% |
| 30D | -9.5% | +2.8% | -12.3% | -10.1% |
| 3M | +4.1% | +34.5% | -30.3% | -1.7% |
| 6M | +3.9% | +40.5% | -36.5% | -3.0% |
| YTD | +9.0% | +2.8% | +6.2% | +6.9% |
| 1Y | +21.9% | +39.6% | -17.7% | +13.3% |
| 3Y | +281.8% | +4.4% | +277.4% | +284.6% |
| All | +281.8% | -0.1% | +281.8% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling