+27.7%
GEN vs RRC
+110.6%
-82.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.4% |
| 7D | +2.3% | -10.8% | +13.1% | +3.1% |
| 30D | +33.1% | +22.3% | +10.7% | +30.4% |
| 3M | +6.5% | +26.6% | -20.1% | +4.0% |
| 6M | +53.8% | +18.9% | +34.9% | +50.9% |
| YTD | +11.2% | +39.2% | -28.0% | +7.3% |
| 1Y | +19.4% | +34.0% | -14.6% | +15.5% |
| 3Y | +81.0% | +42.0% | +39.0% | +73.2% |
| All | +27.7% | +110.6% | -82.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling