+126.6%
RNG vs GPC
+0.5%
+126.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -9.6% | -1.8% | -7.8% | -9.1% |
| 30D | +8.8% | +0.1% | +8.7% | +8.8% |
| 3M | +78.6% | +37.4% | +41.3% | +69.5% |
| 6M | +70.3% | +25.4% | +44.8% | +65.8% |
| YTD | +140.3% | +12.2% | +128.2% | +139.1% |
| 1Y | +126.6% | -0.3% | +126.9% | +138.9% |
| All | +126.6% | +0.5% | +126.1% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling