+1,634.9%
RGEN vs GPC
+2,071.6%
-436.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.6% |
| 30D | +3.7% | -2.1% | +5.8% | +4.3% |
| 3M | +8.8% | -6.8% | +15.6% | +11.2% |
| 6M | +38.0% | +18.6% | +19.4% | +28.6% |
| YTD | +5.9% | +2.7% | +3.2% | +3.0% |
| 1Y | +19.7% | +1.8% | +17.9% | +16.8% |
| 3Y | +20.5% | +1.1% | +19.5% | +15.9% |
| 5Y | -35.0% | +4.1% | -39.0% | -38.0% |
| 10Y | +540.9% | +88.2% | +452.7% | +364.8% |
| All | +1,634.9% | +2,071.6% | -436.7% | +422.6% |
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