+521.8%
GLW vs RGEN
+457.6%
+64.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.8% |
| 7D | -11.1% | -2.4% | -8.7% | -10.5% |
| 30D | -28.4% | +0.1% | -28.5% | -28.3% |
| 3M | -28.8% | +6.6% | -35.4% | -29.9% |
| 6M | -39.8% | +40.9% | -80.7% | -44.7% |
| YTD | +28.7% | +6.2% | +22.6% | +24.8% |
| 1Y | +27.7% | +19.4% | +8.3% | +20.8% |
| 3Y | +331.3% | +17.9% | +313.4% | +291.4% |
| 5Y | +233.4% | -34.0% | +267.5% | +225.4% |
| 10Y | +521.8% | +453.9% | +67.9% | +238.3% |
| All | +521.8% | +457.6% | +64.1% | +238.3% |
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 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