+597.9%
GRMN vs RGEN
+415.2%
+182.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.9% | -3.3% | +2.4% | -0.2% |
| 30D | +1.2% | -5.8% | +7.0% | +2.2% |
| 3M | -8.9% | +0.2% | -9.1% | -9.4% |
| 6M | +23.0% | +56.8% | -33.8% | +11.0% |
| YTD | +41.2% | +2.4% | +38.8% | +38.2% |
| 1Y | +47.5% | +11.4% | +36.1% | +41.8% |
| 3Y | +155.8% | +15.2% | +140.6% | +134.6% |
| 5Y | +120.2% | -35.1% | +155.3% | +115.3% |
| All | +597.9% | +415.2% | +182.7% | +336.1% |
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