-2.4%
GFS vs RGEN
-37.8%
+35.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.0% | -4.9% | +5.9% | +2.5% |
| 30D | -8.6% | +5.7% | -14.3% | -10.2% |
| 3M | -46.5% | +32.4% | -79.0% | -51.7% |
| 6M | -4.8% | +33.2% | -38.0% | -15.0% |
| YTD | +29.7% | +2.3% | +27.4% | +26.0% |
| 1Y | +35.8% | +39.0% | -3.2% | +18.2% |
| 3Y | -18.3% | -4.6% | -13.7% | -24.1% |
| All | -2.4% | -37.8% | +35.3% | -6.6% |
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