+132.0%
GLW vs RGEN
+37.7%
+94.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.5% |
| 7D | +14.0% | -0.9% | +14.9% | +14.1% |
| 30D | +0.4% | +2.8% | -2.5% | +0.3% |
| 3M | -11.3% | +34.5% | -45.8% | -14.2% |
| 6M | +35.1% | +40.5% | -5.4% | +27.7% |
| YTD | +90.5% | +2.8% | +87.7% | +97.7% |
| 1Y | +132.0% | +39.6% | +92.4% | +129.5% |
| All | +132.0% | +37.7% | +94.3% | +129.5% |
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