+8,297.1%
GEN vs RGEN
+1,576.0%
+6,721.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | +10.1% | +5.7% | +4.5% | +9.8% |
| 3M | +16.1% | +32.4% | -16.4% | +14.0% |
| 6M | +38.9% | +33.2% | +5.7% | +36.1% |
| YTD | +14.4% | +2.3% | +12.2% | +13.9% |
| 1Y | +5.9% | +39.0% | -33.1% | +3.3% |
| 3Y | +58.8% | -4.6% | +63.4% | +56.6% |
| 5Y | +24.7% | -42.7% | +67.3% | +24.9% |
| 10Y | +163.1% | +433.6% | -270.5% | +131.5% |
| All | +8,297.1% | +1,576.0% | +6,721.1% | +5,336.4% |
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