+4,146.3%
RGEN vs GWRE
+741.3%
+3,405.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.4% | -13.2% | +11.8% | +3.5% |
| 30D | -0.3% | -18.6% | +18.3% | +5.5% |
| 3M | +23.9% | +18.9% | +5.0% | +12.5% |
| 6M | +38.5% | -11.0% | +49.5% | +37.3% |
| YTD | +0.8% | -29.9% | +30.7% | +8.3% |
| 1Y | +38.2% | -44.3% | +82.6% | +62.1% |
| 3Y | +1.3% | +51.7% | -50.4% | -24.2% |
| 5Y | -44.0% | +15.4% | -59.5% | -54.9% |
| 10Y | +413.1% | +129.4% | +283.7% | +225.9% |
| All | +4,146.3% | +741.3% | +3,405.0% | +2,455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling