+186.8%
GS vs RGEN
+12.2%
+174.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -5.2% |
| 7D | -6.3% | -10.7% | +4.4% | -4.1% |
| 30D | -3.1% | -3.6% | +0.5% | -2.5% |
| 3M | -17.7% | +6.2% | -23.9% | -19.2% |
| 6M | -4.6% | +34.1% | -38.7% | -11.7% |
| YTD | +0.3% | +2.8% | -2.5% | -2.0% |
| 1Y | +11.7% | +15.5% | -3.8% | +6.4% |
| All | +186.8% | +12.2% | +174.7% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling