+1,010.9%
GFI vs RGEN
+415.7%
+595.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -4.9% | -1.4% | -3.4% | -4.7% |
| 30D | +10.7% | -0.3% | +11.0% | +10.8% |
| 3M | +25.6% | +23.9% | +1.7% | +22.2% |
| 6M | -8.3% | +38.5% | -46.8% | -12.2% |
| YTD | +6.3% | +0.8% | +5.5% | +5.6% |
| 1Y | +22.1% | +38.2% | -16.1% | +17.3% |
| 3Y | +289.2% | +1.3% | +287.9% | +277.2% |
| 5Y | +531.7% | -44.0% | +575.7% | +528.3% |
| All | +1,010.9% | +415.7% | +595.2% | +1,003.8% |
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 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