+183.8%
GRMN vs RGEN
+2.2%
+181.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | +2.4% | -1.4% | +3.9% | +2.7% |
| 30D | -8.5% | -0.3% | -8.1% | -8.5% |
| 3M | +19.5% | +23.9% | -4.4% | +14.2% |
| 6M | +21.2% | +38.5% | -17.4% | +12.7% |
| YTD | +41.0% | +0.8% | +40.2% | +39.3% |
| 1Y | +19.6% | +38.2% | -18.6% | +11.0% |
| 3Y | +183.8% | +1.3% | +182.5% | +174.8% |
| All | +183.8% | +2.2% | +181.6% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling