+97.2%
GD vs RGEN
-42.4%
+139.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -5.3% | -4.9% | -0.3% | -4.9% |
| 30D | -6.4% | +5.7% | -12.1% | -6.9% |
| 3M | +5.7% | +32.4% | -26.7% | +3.0% |
| 6M | -0.9% | +33.2% | -34.1% | -3.8% |
| YTD | +8.2% | +2.3% | +5.9% | +7.4% |
| 1Y | +13.4% | +39.0% | -25.6% | +9.7% |
| 3Y | +68.5% | -4.6% | +73.1% | +64.7% |
| All | +97.2% | -42.4% | +139.6% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling