+15.5%
GLXY vs RGEN
+35.1%
-19.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | +13.4% | -4.9% | +18.4% | +15.6% |
| 30D | +38.1% | +5.7% | +32.4% | +36.0% |
| 3M | -7.3% | +32.4% | -39.8% | -17.6% |
| 6M | +8.2% | +33.2% | -25.0% | -5.5% |
| YTD | +17.8% | +2.3% | +15.5% | +15.1% |
| 1Y | +14.9% | +39.0% | -24.1% | +7.9% |
| All | +15.5% | +35.1% | -19.6% | +8.5% |
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 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