+35.4%
GLW vs RGEN
+9.1%
+26.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +15.5% | -1.2% | +16.7% | +15.7% |
| 30D | -19.6% | -5.1% | -14.5% | -19.0% |
| 3M | -28.5% | +0.5% | -29.0% | -28.2% |
| 6M | -39.5% | +46.6% | -86.1% | -41.7% |
| YTD | +37.2% | +1.6% | +35.6% | +51.5% |
| 1Y | +35.4% | +5.4% | +30.0% | +46.2% |
| All | +35.4% | +9.1% | +26.3% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling