+129.7%
GLDM vs RGEN
-3.7%
+133.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -4.9% | +4.4% | -0.2% |
| 30D | +4.4% | +5.7% | -1.3% | +4.1% |
| 3M | -1.1% | +32.4% | -33.5% | -2.5% |
| 6M | -13.7% | +33.2% | -46.9% | -15.2% |
| YTD | +2.8% | +2.3% | +0.5% | +2.2% |
| 1Y | +24.8% | +39.0% | -14.1% | +22.9% |
| All | +129.7% | -3.7% | +133.4% | +129.5% |
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