+25.3%
GPN vs RGEN
+415.7%
-390.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -1.4% | -3.1% | -4.2% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | +35.4% | +23.9% | +11.5% | +27.7% |
| 6M | +21.7% | +38.5% | -16.9% | +10.9% |
| YTD | +14.9% | +0.8% | +14.1% | +13.0% |
| 1Y | +3.2% | +38.2% | -35.0% | -6.8% |
| 3Y | -27.1% | +1.3% | -28.4% | -32.1% |
| 5Y | -44.4% | -44.0% | -0.4% | -43.7% |
| All | +25.3% | +415.7% | -390.4% | -28.3% |
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