+256.0%
GE vs RNG
+309.1%
-53.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | -9.5% | +11.4% | -20.9% | -10.5% |
| 3M | +4.1% | +72.1% | -68.0% | -1.7% |
| 6M | +3.9% | +67.9% | -64.0% | -2.3% |
| YTD | +9.0% | +144.3% | -135.3% | -2.2% |
| 1Y | +21.9% | +117.5% | -95.6% | +10.5% |
| 3Y | +281.8% | +123.9% | +157.9% | +237.1% |
| 5Y | +436.7% | -70.1% | +506.8% | +442.3% |
| 10Y | +151.5% | +215.9% | -64.3% | +87.8% |
| All | +256.0% | +309.1% | -53.1% | +155.0% |
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