+276.4%
GME vs RGEN
+414.1%
-137.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +6.0% | -2.9% | +8.9% | +6.7% |
| 30D | +8.3% | -0.1% | +8.4% | +8.2% |
| 3M | -9.1% | +25.9% | -35.0% | -14.4% |
| 6M | -16.3% | +35.2% | -51.5% | -23.0% |
| YTD | +1.5% | +0.5% | +1.0% | -0.3% |
| 1Y | -16.3% | +37.0% | -53.3% | -24.0% |
| 3Y | +15.1% | +2.0% | +13.1% | +8.5% |
| 5Y | -57.2% | -44.2% | -13.0% | -58.7% |
| All | +276.4% | +414.1% | -137.7% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling