+620.7%
GEV vs RGEN
-10.2%
+630.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.3% | -4.9% | +8.2% | +4.2% |
| 30D | -7.5% | +5.7% | -13.1% | -8.6% |
| 3M | -2.2% | +32.4% | -34.6% | -8.5% |
| 6M | +12.1% | +33.2% | -21.1% | +3.6% |
| YTD | +44.4% | +2.3% | +42.1% | +42.7% |
| 1Y | +57.7% | +39.0% | +18.7% | +43.4% |
| All | +620.7% | -10.2% | +630.9% | +683.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling