+245.8%
GEN vs RNG
+327.7%
-81.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.5% |
| 7D | -1.2% | +5.8% | -7.0% | -2.1% |
| 30D | +10.1% | +19.6% | -9.5% | +7.0% |
| 3M | +16.1% | +67.0% | -50.9% | +6.2% |
| 6M | +38.9% | +88.4% | -49.5% | +24.1% |
| YTD | +14.4% | +155.5% | -141.0% | -3.4% |
| 1Y | +5.9% | +141.7% | -135.8% | -10.2% |
| 3Y | +58.8% | +131.1% | -72.3% | +32.1% |
| 5Y | +24.7% | -70.6% | +95.2% | +31.0% |
| 10Y | +163.1% | +228.2% | -65.1% | +88.2% |
| All | +245.8% | +327.7% | -81.9% | +136.9% |
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