+25.4%
GEN vs RRC
+156.2%
-130.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | +10.1% | +10.1% | 0.0% | +9.2% |
| 3M | +16.1% | +4.0% | +12.1% | +15.6% |
| 6M | +38.9% | +1.6% | +37.3% | +38.3% |
| YTD | +14.4% | +19.7% | -5.3% | +12.2% |
| 1Y | +5.9% | +21.4% | -15.6% | +3.6% |
| 3Y | +58.8% | +29.7% | +29.1% | +53.6% |
| All | +25.4% | +156.2% | -130.8% | +14.5% |
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