+606.9%
GEV vs RGEN
-11.8%
+618.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -1.9% | -2.9% | +1.0% | -1.3% |
| 30D | -8.7% | -0.1% | -8.6% | -8.8% |
| 3M | +6.6% | +25.9% | -19.3% | +0.8% |
| 6M | +10.2% | +35.2% | -25.0% | +1.4% |
| YTD | +41.6% | +0.5% | +41.1% | +40.4% |
| 1Y | +43.9% | +37.0% | +6.9% | +31.4% |
| All | +606.9% | -11.8% | +618.7% | +670.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling