+215.0%
RNG vs GPC
+86.4%
+128.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -6.1% | -3.2% | -2.9% | -5.0% |
| 30D | +9.6% | +0.5% | +9.1% | +9.4% |
| 3M | +83.3% | +31.7% | +51.6% | +67.1% |
| 6M | +77.9% | +24.7% | +53.2% | +64.4% |
| YTD | +139.9% | +11.8% | +128.2% | +128.8% |
| 1Y | +121.7% | -3.0% | +124.6% | +121.9% |
| 3Y | +121.9% | -1.1% | +123.0% | +116.3% |
| 5Y | -68.4% | +30.5% | -98.9% | -70.6% |
| All | +215.0% | +86.4% | +128.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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