-60.1%
GME vs RGEN
-44.3%
-15.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +6.0% |
| 7D | +4.8% | -4.6% | +9.4% | +6.6% |
| 30D | +5.9% | +1.2% | +4.7% | +5.1% |
| 3M | -10.7% | +26.8% | -37.6% | -19.4% |
| 6M | -19.8% | +29.1% | -48.9% | -29.0% |
| YTD | -0.9% | +0.7% | -1.7% | -3.9% |
| 1Y | -15.7% | +39.1% | -54.7% | -29.0% |
| 3Y | +12.3% | +2.2% | +10.1% | 0.0% |
| 5Y | -60.1% | -44.0% | -16.1% | -61.0% |
| All | -60.1% | -44.3% | -15.8% | -61.0% |
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