-54.6%
GGLL vs RGEN
+34.2%
-88.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.2% |
| 7D | +3.1% | -1.9% | +5.0% | +3.3% |
| 30D | -36.3% | +3.7% | -40.1% | -36.5% |
| 3M | -40.4% | +8.8% | -49.2% | -40.4% |
| 6M | -54.6% | +38.0% | -92.6% | -56.0% |
| All | -54.6% | +34.2% | -88.8% | -56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling