+222.0%
GLDM vs RGEN
+264.7%
-42.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.1% |
| 7D | +1.9% | -10.7% | +12.6% | +2.4% |
| 30D | -1.7% | -3.6% | +2.0% | -1.6% |
| 3M | -3.5% | +6.2% | -9.8% | -3.9% |
| 6M | -10.1% | +34.1% | -44.2% | -11.3% |
| YTD | -5.0% | +2.8% | -7.9% | -5.5% |
| 1Y | +2.8% | +15.5% | -12.7% | +1.8% |
| 3Y | +105.1% | +12.1% | +93.1% | +101.8% |
| 5Y | +124.3% | -36.9% | +161.2% | +123.6% |
| All | +222.0% | +264.7% | -42.7% | +202.2% |
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