+62.5%
GEN vs RGEN
+0.8%
+61.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | +10.1% | +5.7% | +4.5% | +9.2% |
| 3M | +16.1% | +32.4% | -16.4% | +10.9% |
| 6M | +38.9% | +33.2% | +5.7% | +32.0% |
| YTD | +14.4% | +2.3% | +12.2% | +13.0% |
| 1Y | +5.9% | +39.0% | -33.1% | -0.4% |
| All | +62.5% | +0.8% | +61.8% | +53.0% |
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 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