+103.2%
GLD vs RGEN
+15.5%
+87.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.0% |
| 7D | +4.7% | -1.9% | +6.7% | +4.8% |
| 30D | -0.9% | +3.7% | -4.6% | -1.2% |
| 3M | -4.4% | +8.8% | -13.2% | -5.0% |
| 6M | -13.6% | +38.0% | -51.5% | -15.5% |
| YTD | -6.0% | +5.9% | -11.9% | -7.0% |
| 1Y | +1.8% | +19.7% | -17.9% | +0.2% |
| 3Y | +103.2% | +20.5% | +82.7% | +95.4% |
| All | +103.2% | +15.5% | +87.7% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling