+246.5%
GM vs RGEN
+4,442.0%
-4,195.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +1.9% | -4.9% | +6.9% | +2.6% |
| 30D | -1.4% | +5.7% | -7.0% | -2.3% |
| 3M | +5.9% | +32.4% | -26.5% | +1.1% |
| 6M | +12.4% | +33.2% | -20.8% | +6.9% |
| YTD | +8.6% | +2.3% | +6.4% | +7.3% |
| 1Y | +52.6% | +39.0% | +13.6% | +43.7% |
| 3Y | +169.7% | -4.6% | +174.3% | +160.0% |
| 5Y | +87.5% | -42.7% | +130.2% | +86.5% |
| 10Y | +233.0% | +433.6% | -200.6% | +157.1% |
| All | +246.5% | +4,442.0% | -4,195.5% | +125.5% |
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