+185.7%
GS vs RGEN
-42.4%
+228.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.9% | -4.9% | +5.9% | +1.9% |
| 30D | -1.6% | +5.7% | -7.3% | -2.7% |
| 3M | -4.5% | +32.4% | -36.9% | -10.1% |
| 6M | +20.9% | +33.2% | -12.3% | +13.1% |
| YTD | +19.9% | +2.3% | +17.6% | +17.9% |
| 1Y | +41.4% | +39.0% | +2.4% | +30.7% |
| 3Y | +239.2% | -4.6% | +243.8% | +224.3% |
| All | +185.7% | -42.4% | +228.2% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling