+272.4%
GPN vs RNG
+302.4%
-30.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | -3.5% | -9.6% | +6.1% | -1.4% |
| 30D | +3.1% | +8.8% | -5.7% | +1.1% |
| 3M | +42.3% | +78.6% | -36.3% | +24.1% |
| 6M | +20.9% | +70.3% | -49.4% | +5.5% |
| YTD | +15.2% | +140.3% | -125.1% | -8.2% |
| 1Y | +5.4% | +126.6% | -121.2% | -15.2% |
| 3Y | -27.4% | +120.2% | -147.6% | -43.2% |
| 5Y | -44.2% | -68.3% | +24.1% | -40.4% |
| 10Y | +27.4% | +220.6% | -193.2% | -19.2% |
| All | +272.4% | +302.4% | -30.0% | +130.4% |
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