+4.0%
GEN vs RRX
+15.2%
-11.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.1% |
| 7D | -1.3% | -0.3% | -0.9% | -1.3% |
| 30D | +6.1% | -6.1% | +12.3% | +5.9% |
| 3M | +27.0% | -23.1% | +50.0% | +26.0% |
| 6M | +43.9% | -19.5% | +63.4% | +42.0% |
| YTD | +13.0% | +16.1% | -3.1% | +10.2% |
| 1Y | +4.0% | +12.9% | -8.9% | +1.1% |
| All | +4.0% | +15.2% | -11.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling