+780.7%
GOOG vs RGEN
+415.7%
+365.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | 0.0% | -1.4% | +1.5% | +0.4% |
| 30D | -2.0% | -0.3% | -1.6% | -2.1% |
| 3M | -5.9% | +23.9% | -29.7% | -10.9% |
| 6M | +8.9% | +38.5% | -29.6% | +0.1% |
| YTD | +7.1% | +0.8% | +6.3% | +5.2% |
| 1Y | +39.7% | +38.2% | +1.5% | +27.3% |
| 3Y | +145.8% | +1.3% | +144.5% | +128.7% |
| 5Y | +138.6% | -44.0% | +182.6% | +141.7% |
| All | +780.7% | +415.7% | +365.0% | +434.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling