+194.0%
GGLL vs RGEN
-18.2%
+212.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | +5.1% | -2.4% | +7.5% | +5.9% |
| 30D | -35.5% | +0.1% | -35.5% | -35.7% |
| 3M | -39.2% | +6.6% | -45.8% | -40.9% |
| 6M | -54.4% | +40.9% | -95.3% | -60.0% |
| YTD | -29.8% | +6.2% | -36.0% | -33.2% |
| 1Y | -20.4% | +19.4% | -39.9% | -26.7% |
| 3Y | +149.7% | +17.9% | +131.8% | +120.3% |
| All | +194.0% | -18.2% | +212.3% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling