+8,061.5%
GEN vs RGEN
+1,634.9%
+6,426.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.8% |
| 7D | +2.3% | -1.9% | +4.2% | +2.4% |
| 30D | +33.1% | +3.7% | +29.3% | +32.7% |
| 3M | +6.5% | +8.8% | -2.3% | +5.7% |
| 6M | +53.8% | +38.0% | +15.8% | +50.2% |
| YTD | +11.2% | +5.9% | +5.3% | +10.3% |
| 1Y | +19.4% | +19.7% | -0.3% | +17.5% |
| 3Y | +81.0% | +20.5% | +60.5% | +76.1% |
| 5Y | +33.4% | -35.0% | +68.4% | +32.6% |
| 10Y | +164.3% | +540.9% | -376.6% | +130.1% |
| All | +8,061.5% | +1,634.9% | +6,426.6% | +5,163.7% |
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