+1,576.0%
RGEN vs GPC
+2,341.8%
-765.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | +5.7% | +6.0% | -0.3% | +3.4% |
| 3M | +32.4% | +42.6% | -10.2% | +15.7% |
| 6M | +33.2% | +22.8% | +10.4% | +23.0% |
| YTD | +2.3% | +15.5% | -13.2% | -4.3% |
| 1Y | +39.0% | +2.0% | +36.9% | +35.8% |
| 3Y | -4.6% | -1.4% | -3.2% | -7.5% |
| 5Y | -42.7% | +30.6% | -73.3% | -49.5% |
| 10Y | +433.6% | +80.6% | +353.0% | +294.5% |
| All | +1,576.0% | +2,341.8% | -765.8% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling