-12.1%
GTLB vs RGEN
+2.1%
-14.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.0% |
| 7D | -6.6% | -4.6% | -2.0% | -5.1% |
| 30D | +13.7% | +1.2% | +12.6% | +13.3% |
| 3M | +52.9% | +26.8% | +26.1% | +39.7% |
| 6M | +88.5% | +29.1% | +59.4% | +69.8% |
| YTD | +23.4% | +0.7% | +22.7% | +21.0% |
| 1Y | -3.8% | +39.1% | -42.9% | -16.6% |
| All | -12.1% | +2.1% | -14.2% | -14.7% |
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