+20.6%
GEN vs RGEN
-42.7%
+63.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +2.6% | +2.8% | -0.2% | +2.1% |
| 3M | +15.8% | +34.5% | -18.7% | +10.2% |
| 6M | +33.1% | +40.5% | -7.3% | +25.3% |
| YTD | +11.3% | +2.8% | +8.5% | +9.8% |
| 1Y | +1.7% | +39.6% | -38.0% | -4.6% |
| 3Y | +58.1% | +4.4% | +53.7% | +50.1% |
| 5Y | +20.6% | -42.8% | +63.4% | +17.8% |
| All | +20.6% | -42.7% | +63.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling