+1,032.6%
GME vs RGEN
+5,341.6%
-4,308.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +7.2% | -4.9% | +12.1% | +7.9% |
| 30D | +0.8% | +5.7% | -4.9% | -0.1% |
| 3M | -14.0% | +32.4% | -46.4% | -17.6% |
| 6M | -19.7% | +33.2% | -52.9% | -23.5% |
| YTD | -4.6% | +2.3% | -6.9% | -5.8% |
| 1Y | -14.3% | +39.0% | -53.3% | -19.2% |
| 3Y | +4.0% | -4.6% | +8.6% | +1.5% |
| 5Y | -62.2% | -42.7% | -19.5% | -61.5% |
| 10Y | +241.4% | +433.6% | -192.2% | +161.8% |
| All | +1,032.6% | +5,341.6% | -4,308.9% | +433.0% |
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 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