+682.6%
GFI vs RGEN
+1,550.5%
-867.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.3% |
| 7D | +4.7% | -4.6% | +9.3% | +4.8% |
| 30D | +14.4% | +1.2% | +13.3% | +14.4% |
| 3M | +32.5% | +26.8% | +5.7% | +31.6% |
| 6M | -7.2% | +29.1% | -36.2% | -7.9% |
| YTD | +10.9% | +0.7% | +10.1% | +10.7% |
| 1Y | +35.5% | +39.1% | -3.6% | +34.2% |
| 3Y | +312.1% | +2.2% | +309.9% | +309.2% |
| 5Y | +524.6% | -44.0% | +568.6% | +525.3% |
| 10Y | +1,092.7% | +412.7% | +680.0% | +1,040.4% |
| All | +682.6% | +1,550.5% | -867.9% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling