-52.0%
GTLB vs RGEN
-35.1%
-17.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.7% |
| 7D | +11.1% | -4.9% | +16.0% | +14.1% |
| 30D | +37.8% | +5.7% | +32.1% | +33.7% |
| 3M | +61.6% | +32.4% | +29.1% | +36.0% |
| 6M | +98.9% | +33.2% | +65.7% | +64.5% |
| YTD | +32.8% | +2.3% | +30.5% | +27.2% |
| 1Y | +14.7% | +39.0% | -24.3% | -9.9% |
| 3Y | +1.3% | -4.6% | +6.0% | -11.1% |
| All | -52.0% | -35.1% | -17.0% | -50.2% |
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 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