+6.7%
GME vs RGEN
-0.1%
+6.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -1.4% | +2.8% | -4.2% | -2.3% |
| 3M | -15.1% | +34.5% | -49.6% | -22.5% |
| 6M | -22.5% | +40.5% | -62.9% | -30.7% |
| YTD | -5.9% | +2.8% | -8.8% | -8.2% |
| 1Y | -18.6% | +39.6% | -58.3% | -28.3% |
| 3Y | +6.7% | +4.4% | +2.3% | +2.5% |
| All | +6.7% | -0.1% | +6.7% | +2.5% |
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 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