+123.9%
RNG vs GPC
-2.2%
+126.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -3.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +11.4% | -0.4% | +11.8% | +11.5% |
| 3M | +72.1% | +39.2% | +32.9% | +52.0% |
| 6M | +67.9% | +18.2% | +49.7% | +57.8% |
| YTD | +144.3% | +12.1% | +132.3% | +132.3% |
| 1Y | +117.5% | -0.7% | +118.2% | +118.3% |
| 3Y | +123.9% | -1.7% | +125.6% | +113.6% |
| All | +123.9% | -2.2% | +126.1% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling