+223.6%
GWW vs RGEN
-44.1%
+267.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.5% | -4.6% | +4.1% | 0.0% |
| 30D | -1.4% | +1.2% | -2.6% | -1.6% |
| 3M | -3.6% | +26.8% | -30.5% | -6.5% |
| 6M | +15.1% | +29.1% | -13.9% | +11.1% |
| YTD | +27.5% | +0.7% | +26.8% | +26.4% |
| 1Y | +29.6% | +39.1% | -9.5% | +23.5% |
| 3Y | +90.1% | +2.2% | +87.8% | +83.2% |
| All | +223.6% | -44.1% | +267.7% | +204.5% |
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