+382.4%
GH vs RGEN
+4.3%
+378.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -4.5% | +2.8% | -7.3% | -5.8% |
| 3M | +28.9% | +34.5% | -5.6% | +12.9% |
| 6M | +76.5% | +40.5% | +36.1% | +50.5% |
| YTD | +57.6% | +2.8% | +54.8% | +52.4% |
| 1Y | +167.5% | +39.6% | +127.9% | +125.5% |
| All | +382.4% | +4.3% | +378.2% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling