+437.1%
GS vs RGEN
+411.3%
+25.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.8% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | +2.4% | -5.1% | +7.5% | +3.4% |
| 3M | -11.5% | +0.5% | -12.0% | -12.0% |
| 6M | -2.5% | +46.6% | -49.1% | -10.1% |
| YTD | +5.5% | +1.6% | +3.8% | +3.6% |
| 1Y | +11.0% | +5.4% | +5.7% | +8.3% |
| 3Y | +200.1% | +12.8% | +187.2% | +179.9% |
| 5Y | +154.7% | -35.6% | +190.3% | +148.4% |
| All | +437.1% | +411.3% | +25.8% | +230.3% |
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