+1,428.1%
GME vs RGEN
+5,347.7%
-3,919.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.9% | -3.3% | +6.2% | +3.4% |
| 30D | -4.8% | -5.8% | +1.1% | -4.0% |
| 3M | +39.2% | +0.2% | +39.0% | +38.9% |
| 6M | +17.1% | +56.8% | -39.7% | +9.3% |
| YTD | +28.7% | +2.4% | +26.3% | +26.9% |
| 1Y | +23.3% | +11.4% | +11.9% | +20.1% |
| 3Y | +112.9% | +15.2% | +97.8% | +103.1% |
| 5Y | -48.8% | -35.1% | -13.7% | -48.5% |
| 10Y | +478.2% | +419.6% | +58.5% | +344.5% |
| All | +1,428.1% | +5,347.7% | -3,919.6% | +618.1% |
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