+81.6%
GM vs RGEN
-44.2%
+125.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | -3.4% | -0.1% | -3.4% | -3.5% |
| 3M | +8.7% | +25.9% | -17.3% | +2.8% |
| 6M | +15.4% | +35.2% | -19.8% | +6.9% |
| YTD | +6.6% | +0.5% | +6.1% | +5.0% |
| 1Y | +51.5% | +37.0% | +14.5% | +39.0% |
| 3Y | +169.3% | +2.0% | +167.3% | +151.2% |
| 5Y | +81.6% | -44.2% | +125.7% | +53.9% |
| All | +81.6% | -44.2% | +125.8% | +53.9% |
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 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