+210.8%
GGLL vs RGEN
-21.1%
+231.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +7.7% | -3.3% | +11.0% | +8.7% |
| 30D | -30.2% | -5.8% | -24.4% | -29.2% |
| 3M | -31.3% | +0.2% | -31.4% | -32.0% |
| 6M | -52.1% | +56.8% | -108.9% | -59.4% |
| YTD | -25.9% | +2.4% | -28.3% | -28.6% |
| 1Y | -8.5% | +11.4% | -19.9% | -14.0% |
| 3Y | +165.5% | +15.2% | +150.4% | +135.7% |
| All | +210.8% | -21.1% | +231.9% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling