+252.2%
GE vs RNG
+343.0%
-90.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.6% |
| 7D | +5.1% | +2.3% | +2.9% | +4.9% |
| 30D | +7.6% | -3.4% | +10.9% | +7.7% |
| 3M | -9.3% | +20.9% | -30.2% | -11.2% |
| 6M | +11.5% | +82.2% | -70.7% | +4.3% |
| YTD | +7.9% | +164.6% | -156.8% | -4.1% |
| 1Y | +7.6% | +177.0% | -169.4% | -4.9% |
| 3Y | +265.9% | +177.4% | +88.4% | +216.1% |
| 5Y | +405.9% | -72.3% | +478.3% | +413.3% |
| 10Y | +149.6% | +238.9% | -89.3% | +85.0% |
| All | +252.2% | +343.0% | -90.8% | +149.9% |
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