+46.0%
GFI vs RGEN
+45.2%
+0.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +3.1% | -4.9% | +8.1% | +5.1% |
| 30D | +27.1% | +5.7% | +21.4% | +24.7% |
| 3M | +21.2% | +32.4% | -11.3% | +9.0% |
| 6M | -4.5% | +33.2% | -37.7% | -15.2% |
| YTD | +11.7% | +2.3% | +9.4% | +9.9% |
| 1Y | +46.0% | +39.0% | +7.1% | +42.8% |
| All | +46.0% | +45.2% | +0.9% | +42.8% |
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 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