+149.0%
GEN vs RRC
+7.9%
+141.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +2.6% | +9.4% | -6.8% | +2.0% |
| 3M | +15.8% | +7.4% | +8.4% | +15.2% |
| 6M | +33.1% | +1.5% | +31.7% | +32.8% |
| YTD | +11.3% | +19.4% | -8.1% | +9.7% |
| 1Y | +1.7% | +24.2% | -22.6% | -0.2% |
| 3Y | +58.1% | +32.8% | +25.4% | +53.8% |
| 5Y | +20.6% | +152.9% | -132.3% | +11.1% |
| 10Y | +149.0% | +3.9% | +145.1% | +139.0% |
| All | +149.0% | +7.9% | +141.1% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling