+24.4%
GH vs RGEN
-44.3%
+68.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.2% |
| 7D | -0.2% | -4.6% | +4.4% | +2.2% |
| 30D | -2.6% | +1.2% | -3.8% | -3.7% |
| 3M | +25.1% | +26.8% | -1.7% | +8.3% |
| 6M | +78.5% | +29.1% | +49.4% | +51.5% |
| YTD | +59.4% | +0.7% | +58.6% | +54.1% |
| 1Y | +173.9% | +39.1% | +134.8% | +117.8% |
| 3Y | +382.7% | +2.2% | +380.5% | +314.8% |
| 5Y | +24.4% | -44.0% | +68.4% | +40.2% |
| All | +24.4% | -44.3% | +68.7% | +40.2% |
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 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