+816.6%
GLD vs RGEN
+6,153.7%
-5,337.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -4.9% | +4.4% | -0.4% |
| 30D | +4.4% | +5.7% | -1.3% | +4.3% |
| 3M | -1.1% | +32.4% | -33.5% | -1.5% |
| 6M | -13.8% | +33.2% | -47.0% | -14.2% |
| YTD | +2.6% | +2.3% | +0.4% | +2.5% |
| 1Y | +24.5% | +39.0% | -14.5% | +23.9% |
| 3Y | +125.8% | -4.6% | +130.5% | +125.0% |
| 5Y | +137.8% | -42.7% | +180.5% | +137.3% |
| 10Y | +221.4% | +433.6% | -212.2% | +220.5% |
| All | +816.6% | +6,153.7% | -5,337.2% | +812.9% |
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