+700.7%
GOOGL vs RGEN
+411.3%
+289.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.6% |
| 7D | +5.7% | -1.2% | +6.9% | +5.9% |
| 30D | -15.6% | -5.1% | -10.5% | -14.8% |
| 3M | -13.0% | +0.5% | -13.5% | -13.7% |
| 6M | -22.8% | +46.6% | -69.4% | -30.3% |
| YTD | -4.4% | +1.6% | -6.0% | -6.8% |
| 1Y | +4.5% | +5.4% | -0.9% | +1.0% |
| 3Y | +127.4% | +12.8% | +114.6% | +105.7% |
| 5Y | +102.8% | -35.6% | +138.4% | +98.7% |
| All | +700.7% | +411.3% | +289.4% | +358.5% |
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 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