+1.3%
RGEN vs GWRE
+50.1%
-48.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.4% | -13.2% | +11.8% | +1.9% |
| 30D | -0.3% | -18.6% | +18.3% | +3.5% |
| 3M | +23.9% | +18.9% | +5.0% | +15.0% |
| 6M | +38.5% | -11.0% | +49.5% | +37.9% |
| YTD | +0.8% | -29.9% | +30.7% | +8.0% |
| 1Y | +38.2% | -44.3% | +82.6% | +60.2% |
| 3Y | +1.3% | +51.7% | -50.4% | -41.3% |
| All | +1.3% | +50.1% | -48.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling