+225.3%
GLDM vs RGEN
+287.3%
-62.0%
-28.0%
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% | +1.7% |
| 7D | +5.0% | +3.5% | +1.5% | +4.8% |
| 30D | -1.3% | +2.9% | -4.2% | -1.5% |
| 3M | -4.7% | +9.2% | -13.9% | -5.1% |
| 6M | -12.4% | +44.9% | -57.3% | -13.9% |
| YTD | -4.1% | +9.2% | -13.3% | -4.8% |
| 1Y | +3.3% | +25.3% | -21.9% | +2.0% |
| 3Y | +110.9% | +21.7% | +89.2% | +106.9% |
| 5Y | +124.8% | -34.5% | +159.3% | +123.7% |
| All | +225.3% | +287.3% | -62.0% | +204.6% |
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