+371.1%
GH vs RGEN
+201.2%
+169.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | +0.6% | -3.3% | +3.8% | +2.4% |
| 30D | -6.9% | -5.8% | -1.1% | -3.9% |
| 3M | -4.9% | +0.2% | -5.1% | -5.6% |
| 6M | +54.1% | +56.8% | -2.7% | +18.3% |
| YTD | +48.5% | +2.4% | +46.1% | +41.8% |
| 1Y | +61.2% | +11.4% | +49.7% | +46.7% |
| 3Y | +570.3% | +15.2% | +555.2% | +443.0% |
| 5Y | +46.1% | -35.1% | +81.2% | +54.2% |
| All | +371.1% | +201.2% | +169.9% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling