+57.7%
GEV vs RGEN
+45.2%
+12.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +3.3% | -4.9% | +8.2% | +3.6% |
| 30D | -7.5% | +5.7% | -13.1% | -7.8% |
| 3M | -2.2% | +32.4% | -34.6% | -4.8% |
| 6M | +12.1% | +33.2% | -21.1% | +7.6% |
| YTD | +44.4% | +2.3% | +42.1% | +47.6% |
| 1Y | +57.7% | +39.0% | +18.7% | +59.1% |
| All | +57.7% | +45.2% | +12.5% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling