+2,895.1%
GE vs RGEN
+1,639.8%
+1,255.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.8% |
| 7D | +5.4% | -2.4% | +7.8% | +5.5% |
| 30D | +9.6% | +0.1% | +9.6% | +9.6% |
| 3M | -7.7% | +6.6% | -14.3% | -8.1% |
| 6M | +14.0% | +40.9% | -26.9% | +12.2% |
| YTD | +10.2% | +6.2% | +4.0% | +9.5% |
| 1Y | +8.9% | +19.4% | -10.5% | +7.8% |
| 3Y | +273.7% | +17.9% | +255.7% | +267.7% |
| 5Y | +410.2% | -34.0% | +444.2% | +407.9% |
| 10Y | +157.4% | +453.9% | -296.5% | +137.4% |
| All | +2,895.1% | +1,639.8% | +1,255.3% | +2,308.4% |
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