+5,240.8%
GRMN vs RGEN
+4,369.3%
+871.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -2.9% | -4.9% | +2.1% | -2.3% |
| 30D | -8.4% | +5.7% | -14.1% | -9.1% |
| 3M | +15.0% | +32.4% | -17.4% | +10.8% |
| 6M | +11.2% | +33.2% | -22.0% | +6.7% |
| YTD | +37.7% | +2.3% | +35.4% | +36.3% |
| 1Y | +18.5% | +39.0% | -20.5% | +12.9% |
| 3Y | +175.8% | -4.6% | +180.4% | +168.4% |
| 5Y | +75.1% | -42.7% | +117.8% | +76.1% |
| 10Y | +637.0% | +433.6% | +203.4% | +476.6% |
| All | +5,240.8% | +4,369.3% | +871.5% | +2,971.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling