+213.3%
GLD vs RGEN
+406.9%
-193.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +0.3% | +2.8% | -2.5% | +0.2% |
| 3M | +0.6% | +34.5% | -33.9% | -0.5% |
| 6M | -15.6% | +40.5% | -56.0% | -16.8% |
| YTD | +0.9% | +2.8% | -2.0% | +0.5% |
| 1Y | +19.4% | +39.6% | -20.2% | +17.8% |
| 3Y | +124.5% | +4.4% | +120.1% | +121.8% |
| 5Y | +138.9% | -42.8% | +181.7% | +138.6% |
| 10Y | +213.3% | +406.7% | -193.4% | +213.4% |
| All | +213.3% | +406.9% | -193.6% | +213.4% |
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