+4,542.6%
GLW vs RGEN
+1,576.0%
+2,966.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | +3.8% | -4.9% | +8.7% | +4.1% |
| 30D | -1.3% | +5.7% | -7.0% | -1.8% |
| 3M | -21.8% | +32.4% | -54.2% | -23.6% |
| 6M | +6.9% | +33.2% | -26.3% | +4.2% |
| YTD | +77.2% | +2.3% | +74.9% | +75.8% |
| 1Y | +123.2% | +39.0% | +84.2% | +116.6% |
| 3Y | +400.0% | -4.6% | +404.6% | +391.1% |
| 5Y | +342.8% | -42.7% | +385.5% | +343.6% |
| 10Y | +771.4% | +433.6% | +337.8% | +650.4% |
| All | +4,542.6% | +1,576.0% | +2,966.6% | +2,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling