+167.9%
GD vs RGEN
+430.0%
-262.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.6% | -3.1% | +3.8% | +1.0% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | -5.8% | +4.8% | -10.6% | -6.6% |
| 6M | +7.7% | +48.9% | -41.2% | +2.5% |
| YTD | +11.1% | +5.3% | +5.7% | +9.4% |
| 1Y | +6.1% | +12.5% | -6.4% | +3.7% |
| 3Y | +59.8% | +17.0% | +42.8% | +51.9% |
| 5Y | +104.6% | -35.4% | +140.0% | +101.3% |
| All | +167.9% | +430.0% | -262.1% | +73.5% |
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