+106.7%
GLDM vs RGEN
+12.2%
+94.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.2% |
| 7D | +1.9% | -10.7% | +12.6% | +2.6% |
| 30D | -1.7% | -3.6% | +2.0% | -1.5% |
| 3M | -3.5% | +6.2% | -9.8% | -4.0% |
| 6M | -10.1% | +34.1% | -44.2% | -11.8% |
| YTD | -5.0% | +2.8% | -7.9% | -5.8% |
| 1Y | +2.8% | +15.5% | -12.7% | +1.4% |
| All | +106.7% | +12.2% | +94.5% | +99.3% |
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