+61.5%
GNRC vs RGEN
+2.2%
+59.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -0.2% | -1.4% | +1.3% | +0.2% |
| 30D | -15.7% | -0.3% | -15.4% | -15.7% |
| 3M | -27.3% | +23.9% | -51.2% | -31.7% |
| 6M | -12.1% | +38.5% | -50.6% | -20.6% |
| YTD | +37.1% | +0.8% | +36.3% | +35.3% |
| 1Y | -0.5% | +38.2% | -38.7% | -10.3% |
| 3Y | +61.5% | +1.3% | +60.2% | +57.0% |
| All | +61.5% | +2.2% | +59.3% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling