-50.0%
GME vs RGEN
-35.5%
-14.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.6% | -3.1% | +4.8% | +2.8% |
| 30D | -6.2% | +0.1% | -6.2% | -6.4% |
| 3M | +35.8% | +4.8% | +31.0% | +32.4% |
| 6M | +10.3% | +48.9% | -38.7% | -7.1% |
| YTD | +27.2% | +5.3% | +21.9% | +20.8% |
| 1Y | +19.1% | +12.5% | +6.6% | +9.8% |
| 3Y | +103.7% | +17.0% | +86.8% | +71.4% |
| 5Y | -50.0% | -35.4% | -14.6% | -53.4% |
| All | -50.0% | -35.5% | -14.5% | -53.4% |
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