-2.7%
GFS vs RGEN
-37.4%
+34.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | -16.4% | +2.8% | -19.2% | -17.3% |
| 3M | -41.6% | +34.5% | -76.1% | -47.6% |
| 6M | -3.7% | +40.5% | -44.1% | -15.5% |
| YTD | +29.3% | +2.8% | +26.5% | +25.4% |
| 1Y | +37.1% | +39.6% | -2.5% | +19.2% |
| 3Y | -22.1% | +4.4% | -26.5% | -30.0% |
| All | -2.7% | -37.4% | +34.7% | -7.0% |
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