+147.5%
GE vs RNG
+222.9%
-75.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.0% | -6.1% | +2.1% | -3.5% |
| 30D | -11.4% | +9.6% | -21.0% | -12.2% |
| 3M | -2.6% | +83.3% | -85.9% | -8.4% |
| 6M | -0.3% | +77.9% | -78.3% | -6.6% |
| YTD | +5.4% | +139.9% | -134.6% | -5.1% |
| 1Y | +15.5% | +121.7% | -106.1% | +4.7% |
| 3Y | +260.8% | +121.9% | +138.9% | +219.5% |
| 5Y | +421.6% | -68.4% | +490.0% | +419.0% |
| All | +147.5% | +222.9% | -75.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling