+3,093.2%
GLW vs RGEN
+1,634.9%
+1,458.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.4% |
| 7D | -13.9% | -1.9% | -12.0% | -13.8% |
| 30D | -35.0% | +3.7% | -38.7% | -35.1% |
| 3M | -32.4% | +8.8% | -41.2% | -32.8% |
| 6M | -41.3% | +38.0% | -79.3% | -43.0% |
| YTD | +21.8% | +5.9% | +16.0% | +20.5% |
| 1Y | +21.8% | +19.7% | +2.2% | +19.5% |
| 3Y | +307.7% | +20.5% | +287.1% | +294.6% |
| 5Y | +213.7% | -35.0% | +248.7% | +211.7% |
| 10Y | +509.3% | +540.9% | -31.6% | +418.8% |
| All | +3,093.2% | +1,634.9% | +1,458.3% | +1,917.0% |
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