-57.4%
GNRC vs RNG
-68.4%
+11.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -0.2% | -6.1% | +5.9% | +1.5% |
| 30D | -15.7% | +9.6% | -25.3% | -18.3% |
| 3M | -27.3% | +83.3% | -110.7% | -40.8% |
| 6M | -12.1% | +77.9% | -90.0% | -29.6% |
| YTD | +37.1% | +139.9% | -102.8% | -5.1% |
| 1Y | -0.5% | +121.7% | -122.1% | -29.3% |
| 3Y | +61.5% | +121.9% | -60.4% | +5.9% |
| All | -57.4% | -68.4% | +11.0% | -52.9% |
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 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