+328.7%
GGLL vs RGEN
-21.2%
+349.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -4.8% | -4.9% | +0.1% | -3.4% |
| 30D | -13.7% | +5.7% | -19.4% | -15.4% |
| 3M | -21.9% | +32.4% | -54.3% | -29.5% |
| 6M | +11.7% | +33.2% | -21.5% | +0.1% |
| YTD | +2.3% | +2.3% | 0.0% | -0.8% |
| 1Y | +76.2% | +39.0% | +37.2% | +54.7% |
| 3Y | +245.0% | -4.6% | +249.6% | +227.2% |
| All | +328.7% | -21.2% | +349.9% | +330.8% |
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 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