+93.3%
GWW vs RGEN
+15.2%
+78.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +3.6% | -3.3% | +6.8% | +3.9% |
| 30D | +12.1% | -5.8% | +18.0% | +12.7% |
| 3M | +12.9% | +0.2% | +12.7% | +12.5% |
| 6M | +19.3% | +56.8% | -37.5% | +12.4% |
| YTD | +48.7% | +2.4% | +46.3% | +47.0% |
| 1Y | +60.5% | +11.4% | +49.1% | +56.9% |
| 3Y | +93.3% | +15.2% | +78.1% | +81.8% |
| All | +93.3% | +15.2% | +78.1% | +81.8% |
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 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