-44.2%
GPN vs RGEN
-44.2%
0.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.5% | -2.9% | -0.6% | -2.8% |
| 30D | +3.1% | -0.1% | +3.2% | +3.1% |
| 3M | +42.3% | +25.9% | +16.4% | +33.9% |
| 6M | +20.9% | +35.2% | -14.3% | +11.2% |
| YTD | +15.2% | +0.5% | +14.7% | +13.4% |
| 1Y | +5.4% | +37.0% | -31.5% | -4.2% |
| 3Y | -27.4% | +2.0% | -29.4% | -32.3% |
| 5Y | -44.2% | -44.2% | 0.0% | -51.6% |
| All | -44.2% | -44.2% | 0.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling