+322.3%
GNRC vs RNG
+302.4%
+19.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -0.7% | -9.6% | +8.8% | +1.7% |
| 30D | -15.8% | +8.8% | -24.6% | -18.0% |
| 3M | -24.0% | +78.6% | -102.6% | -36.5% |
| 6M | -13.8% | +70.3% | -84.1% | -28.5% |
| YTD | +33.2% | +140.3% | -107.1% | -3.2% |
| 1Y | -1.8% | +126.6% | -128.4% | -27.5% |
| 3Y | +57.7% | +120.2% | -62.5% | +11.1% |
| 5Y | -59.7% | -68.3% | +8.6% | -56.8% |
| 10Y | +430.7% | +220.6% | +210.1% | +209.0% |
| All | +322.3% | +302.4% | +19.9% | +135.3% |
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 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