+2,104.1%
GNRC vs RGEN
+4,783.1%
-2,679.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | +3.2% | -4.6% | +7.7% | +4.3% |
| 30D | -9.5% | +1.2% | -10.7% | -9.9% |
| 3M | -28.5% | +26.8% | -55.4% | -33.2% |
| 6M | -10.0% | +29.1% | -39.0% | -16.9% |
| YTD | +36.7% | +0.7% | +36.0% | +34.0% |
| 1Y | +2.6% | +39.1% | -36.5% | -7.6% |
| 3Y | +61.9% | +2.2% | +59.7% | +50.8% |
| 5Y | -59.0% | -44.0% | -15.0% | -57.4% |
| 10Y | +444.8% | +412.7% | +32.0% | +305.7% |
| All | +2,104.1% | +4,783.1% | -2,679.0% | +1,159.5% |
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