+2,874.1%
GE vs RGEN
+1,689.4%
+1,184.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.7% |
| 7D | +6.3% | +3.5% | +2.8% | +6.1% |
| 30D | +8.9% | +2.9% | +6.0% | +8.7% |
| 3M | -9.2% | +9.2% | -18.4% | -9.6% |
| 6M | +13.2% | +44.9% | -31.7% | +11.3% |
| YTD | +9.4% | +9.2% | +0.2% | +8.7% |
| 1Y | +9.8% | +25.3% | -15.5% | +8.4% |
| 3Y | +278.2% | +21.7% | +256.4% | +271.7% |
| 5Y | +396.0% | -34.5% | +430.5% | +393.8% |
| 10Y | +162.4% | +478.9% | -316.6% | +141.6% |
| All | +2,874.1% | +1,689.4% | +1,184.7% | +2,288.8% |
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