+23.4%
REGN vs GFI
+538.3%
-514.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.5% |
| 30D | -2.0% | +13.2% | -15.2% | -2.5% |
| 3M | +28.0% | +28.5% | -0.5% | +26.3% |
| 6M | +1.2% | -6.2% | +7.3% | +0.9% |
| YTD | +1.6% | +8.7% | -7.1% | +0.9% |
| 1Y | +38.2% | +24.8% | +13.4% | +36.3% |
| 3Y | -5.4% | +298.0% | -303.4% | -12.3% |
| All | +23.4% | +538.3% | -514.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling