+17.2%
GRMN vs RGEN
+39.1%
-21.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -12.1% | -0.1% | -12.0% | -12.1% |
| 3M | +18.0% | +25.9% | -8.0% | +12.2% |
| 6M | +13.7% | +35.2% | -21.5% | +5.7% |
| YTD | +35.3% | +0.5% | +34.8% | +35.4% |
| 1Y | +17.2% | +37.0% | -19.7% | +9.4% |
| All | +17.2% | +39.1% | -21.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling