-12.2%
GGLL vs RGEN
+19.5%
-31.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.5% |
| 7D | -23.1% | -3.5% | -19.6% | -22.5% |
| 30D | -32.9% | -6.0% | -26.9% | -32.0% |
| 3M | -44.9% | +19.0% | -63.9% | -48.6% |
| 6M | -49.5% | +50.7% | -100.3% | -58.3% |
| YTD | -28.9% | +8.8% | -37.7% | -30.9% |
| 1Y | -12.2% | +21.3% | -33.5% | -22.2% |
| All | -12.2% | +19.5% | -31.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling