-19.4%
GFS vs RGEN
-3.7%
-15.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +1.0% | -4.9% | +5.9% | +2.2% |
| 30D | -8.6% | +5.7% | -14.3% | -9.9% |
| 3M | -46.5% | +32.4% | -79.0% | -50.8% |
| 6M | -4.8% | +33.2% | -38.0% | -13.3% |
| YTD | +29.7% | +2.3% | +27.4% | +27.0% |
| 1Y | +35.8% | +39.0% | -3.2% | +21.2% |
| All | -19.4% | -3.7% | -15.6% | -25.0% |
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 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