+1,350.9%
GIS vs RGEN
+1,577.9%
-227.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | -3.4% | -3.3% | -0.1% | -3.3% |
| 30D | +6.9% | -5.8% | +12.7% | +7.0% |
| 3M | -10.1% | +0.2% | -10.3% | -10.2% |
| 6M | +5.9% | +56.8% | -50.9% | +5.0% |
| YTD | -21.1% | +2.4% | -23.5% | -21.3% |
| 1Y | -22.5% | +11.4% | -33.9% | -22.8% |
| 3Y | -39.0% | +15.2% | -54.1% | -39.5% |
| 5Y | -33.3% | -35.1% | +1.8% | -33.6% |
| 10Y | -17.0% | +419.6% | -436.7% | -20.3% |
| All | +1,350.9% | +1,577.9% | -227.0% | +1,163.7% |
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