+5.6%
GTLB vs RGEN
+15.2%
-9.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -0.7% | -3.3% | +2.5% | +0.3% |
| 30D | -10.2% | -5.8% | -4.4% | -8.4% |
| 3M | +10.1% | +0.2% | +9.9% | +9.0% |
| 6M | +116.5% | +56.8% | +59.7% | +81.2% |
| YTD | +27.2% | +2.4% | +24.8% | +22.9% |
| 1Y | +8.6% | +11.4% | -2.9% | +1.5% |
| 3Y | +5.6% | +15.2% | -9.6% | +0.2% |
| All | +5.6% | +15.2% | -9.6% | +0.2% |
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 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