-17.9%
GFS vs RGEN
+14.3%
-32.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +17.2% | -1.2% | +18.4% | +17.6% |
| 30D | -8.7% | -5.1% | -3.7% | -7.4% |
| 3M | -19.7% | +0.5% | -20.2% | -20.2% |
| 6M | -40.7% | +46.6% | -87.3% | -47.4% |
| YTD | +22.5% | +1.6% | +20.9% | +19.9% |
| 1Y | +25.2% | +5.4% | +19.8% | +21.1% |
| All | -17.9% | +14.3% | -32.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling