+40.9%
REGN vs GFI
+5.1%
+35.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.2% |
| 7D | +10.3% | +7.7% | +2.6% | +9.5% |
| 30D | +22.2% | +4.6% | +17.6% | +21.7% |
| 3M | +17.6% | +3.8% | +13.9% | +17.1% |
| 6M | +28.9% | -7.3% | +36.2% | +29.2% |
| YTD | +17.4% | -8.8% | +26.2% | +21.3% |
| 1Y | +40.9% | +4.3% | +36.5% | +49.0% |
| All | +40.9% | +5.1% | +35.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling