-6.4%
RGEN vs FGI
-70.6%
+64.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.0% |
| 7D | -1.9% | -7.0% | +5.0% | -1.7% |
| 30D | +3.7% | -4.2% | +8.0% | +3.8% |
| 3M | +8.8% | +55.6% | -46.8% | +4.9% |
| 6M | +38.0% | -3.2% | +41.1% | +34.9% |
| YTD | +5.9% | +29.1% | -23.2% | +0.8% |
| 1Y | +19.7% | +51.0% | -31.3% | +12.4% |
| 3Y | +20.5% | +1.5% | +19.0% | +9.7% |
| All | -6.4% | -70.6% | +64.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling