+151.3%
GEN vs RNG
+223.4%
-72.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.3% | -9.6% | +5.2% | -2.6% |
| 30D | +3.8% | +8.8% | -5.0% | +2.2% |
| 3M | +22.3% | +78.6% | -56.4% | +9.9% |
| 6M | +39.0% | +70.3% | -31.3% | +25.3% |
| YTD | +11.9% | +140.3% | -128.4% | -5.8% |
| 1Y | +4.5% | +126.6% | -122.1% | -11.4% |
| 3Y | +59.0% | +120.2% | -61.2% | +31.5% |
| 5Y | +22.0% | -68.3% | +90.3% | +28.9% |
| All | +151.3% | +223.4% | -72.1% | +51.3% |
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