+401.3%
GH vs RGEN
+200.8%
+200.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -0.1% | -4.9% | +4.9% | +2.3% |
| 30D | -1.1% | +5.7% | -6.8% | -4.4% |
| 3M | +21.3% | +32.4% | -11.1% | +2.4% |
| 6M | +73.5% | +33.2% | +40.3% | +44.0% |
| YTD | +58.0% | +2.3% | +55.7% | +51.3% |
| 1Y | +163.1% | +39.0% | +124.1% | +108.3% |
| 3Y | +361.0% | -4.6% | +365.7% | +310.8% |
| 5Y | +22.5% | -42.7% | +65.2% | +38.7% |
| All | +401.3% | +200.8% | +200.4% | +116.8% |
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