+339.2%
GLW vs RGEN
+15.2%
+324.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | +7.7% | -3.3% | +11.0% | +8.3% |
| 30D | -18.8% | -5.8% | -13.0% | -18.1% |
| 3M | -27.7% | +0.2% | -27.9% | -27.9% |
| 6M | -44.4% | +56.8% | -101.2% | -48.6% |
| YTD | +31.3% | +2.4% | +28.9% | +30.1% |
| 1Y | +40.0% | +11.4% | +28.6% | +36.7% |
| 3Y | +339.2% | +15.2% | +324.1% | +312.5% |
| All | +339.2% | +15.2% | +324.0% | +312.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling