+208.4%
GLD vs RGEN
+457.6%
-249.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.6% |
| 7D | +2.8% | -2.4% | +5.2% | +2.9% |
| 30D | -4.0% | +0.1% | -4.0% | -4.0% |
| 3M | -8.2% | +6.6% | -14.9% | -8.5% |
| 6M | -14.8% | +40.9% | -55.8% | -16.1% |
| YTD | -6.8% | +6.2% | -13.0% | -7.4% |
| 1Y | -2.4% | +19.4% | -21.8% | -3.3% |
| 3Y | +105.8% | +17.9% | +87.9% | +102.4% |
| 5Y | +113.3% | -34.0% | +147.3% | +112.1% |
| 10Y | +208.4% | +453.9% | -245.5% | +206.8% |
| All | +208.4% | +457.6% | -249.2% | +206.8% |
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