-5.4%
REGN vs GFI
+287.6%
-293.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -5.6% | -4.9% | -0.7% | -5.4% |
| 30D | -2.0% | +10.7% | -12.7% | -2.3% |
| 3M | +28.0% | +25.6% | +2.3% | +26.9% |
| 6M | +1.2% | -8.3% | +9.4% | +0.8% |
| YTD | +1.6% | +6.3% | -4.7% | +1.5% |
| 1Y | +38.2% | +22.1% | +16.2% | +37.9% |
| 3Y | -5.4% | +289.2% | -294.5% | -6.7% |
| All | -5.4% | +287.6% | -293.0% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling