+5.1%
GNRC vs RGEN
+45.2%
-40.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +1.9% | -4.9% | +6.9% | +2.8% |
| 30D | -13.8% | +5.7% | -19.5% | -14.6% |
| 3M | -32.6% | +32.4% | -65.1% | -36.5% |
| 6M | -15.2% | +33.2% | -48.4% | -20.6% |
| YTD | +37.4% | +2.3% | +35.1% | +41.4% |
| 1Y | +5.1% | +39.0% | -33.8% | -1.9% |
| All | +5.1% | +45.2% | -40.0% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling