+7.0%
GD vs RGEN
+13.1%
-6.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.6% | -3.1% | +3.8% | +0.9% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | -5.8% | +4.8% | -10.6% | -6.7% |
| 6M | +7.7% | +48.9% | -41.2% | +1.7% |
| YTD | +11.1% | +5.3% | +5.7% | +15.7% |
| All | +7.0% | +13.1% | -6.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling