+188.5%
GD vs RGEN
+527.2%
-338.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -5.0% | -1.9% | -3.0% | -4.8% |
| 30D | +8.9% | +3.7% | +5.2% | +8.4% |
| 3M | -8.0% | +8.8% | -16.9% | -9.2% |
| 6M | +2.9% | +38.0% | -35.1% | -1.4% |
| YTD | +7.1% | +5.9% | +1.2% | +5.4% |
| 1Y | +5.9% | +19.7% | -13.7% | +2.8% |
| 3Y | +53.9% | +20.5% | +33.3% | +45.5% |
| 5Y | +95.4% | -35.0% | +130.4% | +92.1% |
| All | +188.5% | +527.2% | -338.7% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling