-24.9%
GFS vs RGEN
+15.5%
-40.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.5% |
| 7D | -7.8% | -1.9% | -5.9% | -7.3% |
| 30D | -19.7% | +3.7% | -23.4% | -20.3% |
| 3M | -23.1% | +8.8% | -31.9% | -25.1% |
| 6M | -46.4% | +38.0% | -84.3% | -51.6% |
| YTD | +11.0% | +5.9% | +5.2% | +7.5% |
| 1Y | +12.6% | +19.7% | -7.0% | +5.1% |
| 3Y | -24.9% | +20.5% | -45.5% | -38.5% |
| All | -24.9% | +15.5% | -40.4% | -38.5% |
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