-6.9%
RGEN vs FGI
-68.3%
+61.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -1.0% |
| 7D | -3.1% | +6.9% | -10.0% | -3.3% |
| 30D | +0.1% | +3.9% | -3.9% | -0.1% |
| 3M | +4.8% | +74.3% | -69.5% | +0.6% |
| 6M | +48.9% | +28.9% | +20.0% | +44.1% |
| YTD | +5.3% | +39.1% | -33.8% | +0.1% |
| 1Y | +12.5% | +49.3% | -36.8% | +5.8% |
| 3Y | +17.0% | +5.7% | +11.2% | +6.8% |
| All | -6.9% | -68.3% | +61.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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