+554.2%
GLW vs RGEN
+411.3%
+142.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | +15.5% | -1.2% | +16.7% | +15.8% |
| 30D | -19.6% | -5.1% | -14.5% | -18.6% |
| 3M | -28.5% | +0.5% | -29.0% | -28.9% |
| 6M | -39.5% | +46.6% | -86.1% | -44.9% |
| YTD | +37.2% | +1.6% | +35.6% | +34.1% |
| 1Y | +35.4% | +5.4% | +30.0% | +31.4% |
| 3Y | +359.7% | +12.8% | +346.8% | +320.6% |
| 5Y | +244.0% | -35.6% | +279.6% | +236.9% |
| All | +554.2% | +411.3% | +142.9% | +260.9% |
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