+1,710.5%
GS vs RGEN
+5,635.5%
-3,925.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -5.8% |
| 7D | -6.3% | -10.7% | +4.4% | -5.2% |
| 30D | -3.1% | -3.6% | +0.5% | -2.8% |
| 3M | -17.7% | +6.2% | -23.9% | -18.4% |
| 6M | -4.6% | +34.1% | -38.7% | -8.0% |
| YTD | +0.3% | +2.8% | -2.5% | -0.7% |
| 1Y | +11.7% | +15.5% | -3.8% | +9.2% |
| 3Y | +183.6% | +12.1% | +171.5% | +173.5% |
| 5Y | +141.0% | -36.9% | +177.8% | +139.7% |
| 10Y | +507.4% | +522.4% | -15.0% | +378.5% |
| All | +1,710.5% | +5,635.5% | -3,925.0% | +1,001.8% |
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