-35.4%
GIS vs RGEN
+2.1%
-37.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -8.6% | -4.6% | -4.0% | -8.4% |
| 30D | -0.5% | +1.2% | -1.6% | -0.5% |
| 3M | +11.9% | +26.8% | -14.9% | +11.0% |
| 6M | -11.6% | +29.1% | -40.6% | -12.5% |
| YTD | -16.3% | +0.7% | -17.1% | -16.8% |
| 1Y | -21.8% | +39.1% | -60.8% | -23.2% |
| All | -35.4% | +2.1% | -37.5% | -36.0% |
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