+96.7%
GD vs RGEN
-36.7%
+133.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.9% |
| 7D | -3.9% | -10.7% | +6.8% | -3.0% |
| 30D | +8.1% | -3.6% | +11.7% | +8.3% |
| 3M | -6.8% | +6.2% | -13.0% | -7.5% |
| 6M | +3.0% | +34.1% | -31.1% | -0.2% |
| YTD | +7.8% | +2.8% | +4.9% | +6.7% |
| 1Y | +5.8% | +15.5% | -9.7% | +3.7% |
| 3Y | +55.3% | +12.1% | +43.3% | +49.7% |
| 5Y | +96.7% | -36.9% | +133.5% | +78.1% |
| All | +96.7% | -36.7% | +133.3% | +78.1% |
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