+212.2%
GLD vs RGEN
+508.6%
-296.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.8% |
| 7D | +4.9% | +3.5% | +1.5% | +4.8% |
| 30D | -1.3% | +2.9% | -4.2% | -1.5% |
| 3M | -4.8% | +9.2% | -13.9% | -5.2% |
| 6M | -12.5% | +44.9% | -57.4% | -13.9% |
| YTD | -4.2% | +9.2% | -13.4% | -4.9% |
| 1Y | +3.0% | +25.3% | -22.2% | +1.9% |
| 3Y | +109.1% | +21.7% | +87.4% | +105.5% |
| 5Y | +121.6% | -34.5% | +156.1% | +120.2% |
| 10Y | +212.2% | +478.9% | -266.7% | +211.8% |
| All | +212.2% | +508.6% | -296.4% | +211.8% |
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 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