-33.4%
GLXY vs RGEN
+34.2%
-67.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.4% |
| 7D | +16.9% | -1.2% | +18.1% | +17.7% |
| 30D | -23.0% | -5.1% | -17.9% | -20.5% |
| 3M | -28.0% | +0.5% | -28.5% | -27.5% |
| 6M | -51.6% | +46.6% | -98.2% | -58.8% |
| YTD | -32.1% | +1.6% | -33.7% | -33.1% |
| 1Y | -51.5% | +5.4% | -56.8% | -52.5% |
| All | -33.4% | +34.2% | -67.6% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling