+435.3%
GNRC vs RNG
+222.9%
+212.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -0.2% | -6.1% | +5.9% | +1.4% |
| 30D | -15.7% | +9.6% | -25.3% | -18.1% |
| 3M | -27.3% | +83.3% | -110.7% | -39.8% |
| 6M | -12.1% | +77.9% | -90.0% | -28.2% |
| YTD | +37.1% | +139.9% | -102.8% | -1.0% |
| 1Y | -0.5% | +121.7% | -122.1% | -26.5% |
| 3Y | +61.5% | +121.9% | -60.4% | +12.3% |
| 5Y | -58.6% | -68.4% | +9.8% | -55.9% |
| All | +435.3% | +222.9% | +212.4% | +242.2% |
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