+8,121.8%
GEN vs RGEN
+1,639.8%
+6,482.0%
-87.7%
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% | +0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | +29.1% | +0.1% | +29.0% | +29.0% |
| 3M | +2.9% | +6.6% | -3.7% | +2.3% |
| 6M | +33.6% | +40.9% | -7.3% | +30.4% |
| YTD | +12.0% | +6.2% | +5.9% | +11.1% |
| 1Y | +16.2% | +19.4% | -3.3% | +14.3% |
| 3Y | +65.1% | +17.9% | +47.2% | +60.8% |
| 5Y | +33.3% | -34.0% | +67.3% | +32.4% |
| 10Y | +149.7% | +453.9% | -304.2% | +119.0% |
| All | +8,121.8% | +1,639.8% | +6,482.0% | +5,201.3% |
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