+2,883.5%
GE vs RGEN
+1,576.0%
+1,307.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.4% |
| 30D | -11.6% | +5.7% | -17.2% | -11.8% |
| 3M | +3.0% | +32.4% | -29.4% | +1.7% |
| 6M | -0.5% | +33.2% | -33.7% | -1.9% |
| YTD | +9.7% | +2.3% | +7.5% | +9.4% |
| 1Y | +20.0% | +39.0% | -19.0% | +18.1% |
| 3Y | +275.8% | -4.6% | +280.5% | +272.5% |
| 5Y | +429.1% | -42.7% | +471.8% | +429.4% |
| 10Y | +151.2% | +433.6% | -282.4% | +132.1% |
| All | +2,883.5% | +1,576.0% | +1,307.5% | +2,304.6% |
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 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