+188.6%
GGLL vs RGEN
-18.5%
+207.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +3.1% | -1.9% | +5.0% | +3.7% |
| 30D | -36.3% | +3.7% | -40.1% | -37.3% |
| 3M | -40.4% | +8.8% | -49.2% | -42.4% |
| 6M | -54.6% | +38.0% | -92.6% | -59.9% |
| YTD | -31.1% | +5.9% | -37.0% | -34.3% |
| 1Y | -19.2% | +19.7% | -38.9% | -25.6% |
| 3Y | +151.5% | +20.5% | +131.0% | +120.4% |
| All | +188.6% | -18.5% | +207.1% | +185.2% |
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 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