+404.4%
RGEN vs BG
+166.7%
+237.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -1.4% | +3.1% | -4.6% | -2.0% |
| 30D | -0.3% | +10.2% | -10.5% | -2.2% |
| 3M | +23.9% | -1.7% | +25.6% | +23.9% |
| 6M | +38.5% | +1.0% | +37.6% | +37.5% |
| YTD | +0.8% | +39.9% | -39.1% | -6.3% |
| 1Y | +38.2% | +53.2% | -15.0% | +25.9% |
| 3Y | +1.3% | +16.3% | -15.0% | -4.1% |
| 5Y | -44.0% | +83.9% | -127.9% | -51.5% |
| All | +404.4% | +166.7% | +237.7% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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