+393.9%
GH vs RGEN
+195.6%
+198.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.2% | -2.9% | +1.7% | +0.3% |
| 30D | -3.7% | -0.1% | -3.6% | -4.1% |
| 3M | +21.7% | +25.9% | -4.3% | +5.4% |
| 6M | +75.7% | +35.2% | +40.5% | +45.0% |
| YTD | +55.7% | +0.5% | +55.2% | +50.5% |
| 1Y | +181.1% | +37.0% | +144.1% | +124.7% |
| 3Y | +371.6% | +2.0% | +369.6% | +302.4% |
| 5Y | +23.2% | -44.2% | +67.4% | +41.4% |
| All | +393.9% | +195.6% | +198.3% | +115.6% |
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