+448.8%
GS vs RGEN
+455.0%
-6.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.9% |
| 7D | +1.6% | -2.4% | +4.0% | +2.1% |
| 30D | +1.7% | +0.1% | +1.6% | +1.6% |
| 3M | -11.6% | +6.6% | -18.2% | -13.0% |
| 6M | -1.9% | +40.9% | -42.8% | -8.9% |
| YTD | +5.1% | +6.2% | -1.1% | +2.4% |
| 1Y | +16.4% | +19.4% | -3.0% | +11.0% |
| 3Y | +199.0% | +17.9% | +181.0% | +176.6% |
| 5Y | +157.4% | -34.0% | +191.5% | +149.9% |
| All | +448.8% | +455.0% | -6.1% | +233.4% |
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