-54.5%
GTLB vs RGEN
-36.2%
-18.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -4.1% | -2.9% | -1.2% | -2.6% |
| 30D | +12.3% | -0.1% | +12.4% | +12.2% |
| 3M | +65.9% | +25.9% | +40.0% | +43.9% |
| 6M | +104.0% | +35.2% | +68.8% | +67.5% |
| YTD | +26.0% | +0.5% | +25.5% | +21.8% |
| 1Y | -3.5% | +37.0% | -40.5% | -23.5% |
| 3Y | -9.6% | +2.0% | -11.7% | -25.0% |
| All | -54.5% | -36.2% | -18.3% | -52.3% |
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