+25.7%
GPN vs RNG
+222.9%
-197.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.3% | -6.1% | +1.8% | -2.9% |
| 30D | 0.0% | +9.6% | -9.6% | -2.2% |
| 3M | +35.8% | +83.3% | -47.5% | +16.9% |
| 6M | +22.0% | +77.9% | -55.9% | +4.7% |
| YTD | +15.2% | +139.9% | -124.7% | -9.4% |
| 1Y | +3.5% | +121.7% | -118.2% | -17.5% |
| 3Y | -26.9% | +121.9% | -148.8% | -43.8% |
| 5Y | -44.2% | -68.4% | +24.1% | -39.5% |
| All | +25.7% | +222.9% | -197.2% | -28.5% |
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