-43.4%
RGEN vs GPC
+30.9%
-74.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -4.9% | +1.2% | -6.1% | -5.5% |
| 30D | +5.7% | +6.0% | -0.3% | +2.7% |
| 3M | +32.4% | +42.6% | -10.2% | +10.7% |
| 6M | +33.2% | +22.8% | +10.4% | +19.6% |
| YTD | +2.3% | +15.5% | -13.2% | -7.2% |
| 1Y | +39.0% | +2.0% | +36.9% | +34.2% |
| 3Y | -4.6% | -1.4% | -3.2% | -10.1% |
| All | -43.4% | +30.9% | -74.3% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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