+253.3%
GE vs RNG
+340.1%
-86.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +2.7% | +4.6% | -2.0% | +2.2% |
| 30D | +8.1% | +0.4% | +7.7% | +7.9% |
| 3M | -7.9% | +11.4% | -19.3% | -9.1% |
| 6M | +12.9% | +95.7% | -82.8% | +4.9% |
| YTD | +8.2% | +162.9% | -154.7% | -3.8% |
| 1Y | +9.7% | +180.3% | -170.6% | -3.2% |
| 3Y | +266.1% | +188.3% | +77.8% | +215.1% |
| 5Y | +407.4% | -72.5% | +479.9% | +415.1% |
| 10Y | +150.3% | +236.7% | -86.4% | +85.6% |
| All | +253.3% | +340.1% | -86.9% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling