+3,273.8%
GLW vs RGEN
+1,639.8%
+1,634.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.1% |
| 7D | -11.1% | -2.4% | -8.7% | -10.9% |
| 30D | -28.4% | +0.1% | -28.5% | -28.4% |
| 3M | -28.8% | +6.6% | -35.4% | -29.2% |
| 6M | -39.8% | +40.9% | -80.7% | -41.6% |
| YTD | +28.7% | +6.2% | +22.6% | +27.3% |
| 1Y | +27.7% | +19.4% | +8.3% | +25.3% |
| 3Y | +331.3% | +17.9% | +313.4% | +318.3% |
| 5Y | +233.4% | -34.0% | +267.5% | +231.1% |
| 10Y | +521.8% | +453.9% | +67.9% | +434.1% |
| All | +3,273.8% | +1,639.8% | +1,634.0% | +2,031.0% |
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