+632.4%
GEV vs RNG
+100.8%
+531.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -6.1% | +7.7% | +1.9% |
| 30D | -7.9% | +9.6% | -17.6% | -8.3% |
| 3M | +5.6% | +83.3% | -77.7% | +2.0% |
| 6M | +13.1% | +77.9% | -64.9% | +8.7% |
| YTD | +46.7% | +139.9% | -93.2% | +33.8% |
| 1Y | +51.3% | +121.7% | -70.4% | +39.7% |
| All | +632.4% | +100.8% | +531.6% | +617.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling