+837.6%
GLW vs RGEN
+406.9%
+430.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.5% |
| 7D | +14.0% | -0.9% | +14.9% | +14.2% |
| 30D | +0.4% | +2.8% | -2.5% | -0.3% |
| 3M | -11.3% | +34.5% | -45.8% | -17.3% |
| 6M | +35.1% | +40.5% | -5.4% | +24.0% |
| YTD | +90.5% | +2.8% | +87.7% | +86.4% |
| 1Y | +132.0% | +39.6% | +92.4% | +112.5% |
| 3Y | +463.3% | +4.4% | +458.9% | +422.7% |
| 5Y | +382.5% | -42.8% | +425.3% | +385.9% |
| 10Y | +837.6% | +406.7% | +430.9% | +431.4% |
| All | +837.6% | +406.9% | +430.8% | +431.4% |
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