-43.8%
GPN vs RNG
-68.4%
+24.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -6.1% | +1.5% | -3.2% |
| 30D | -0.3% | +9.6% | -9.9% | -2.4% |
| 3M | +35.4% | +83.3% | -47.9% | +16.9% |
| 6M | +21.7% | +77.9% | -56.3% | +4.7% |
| YTD | +14.9% | +139.9% | -125.0% | -9.3% |
| 1Y | +3.2% | +121.7% | -118.5% | -17.3% |
| 3Y | -27.1% | +121.9% | -149.0% | -43.8% |
| All | -43.8% | -68.4% | +24.5% | -42.1% |
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