+424.5%
GE vs RNG
-69.9%
+494.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.7% |
| 7D | -1.2% | -4.1% | +2.8% | -0.8% |
| 30D | -11.3% | +8.6% | -19.9% | -12.2% |
| 3M | -1.4% | +78.0% | -79.4% | -8.1% |
| 6M | +1.2% | +67.0% | -65.8% | -5.8% |
| YTD | +5.9% | +142.4% | -136.5% | -7.1% |
| 1Y | +18.4% | +120.4% | -102.0% | +4.9% |
| 3Y | +271.0% | +122.1% | +148.9% | +217.6% |
| All | +424.5% | -69.9% | +494.3% | +447.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling