-69.8%
RNG vs GPC
+30.9%
-100.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -4.1% | -0.6% | -3.4% | -3.7% |
| 30D | +8.6% | +1.3% | +7.3% | +7.8% |
| 3M | +78.0% | +37.1% | +40.9% | +50.4% |
| 6M | +67.0% | +23.2% | +43.8% | +48.6% |
| YTD | +142.4% | +13.1% | +129.4% | +122.7% |
| 1Y | +120.4% | +0.9% | +119.6% | +116.8% |
| 3Y | +122.1% | -0.8% | +122.9% | +110.0% |
| 5Y | -69.8% | +31.1% | -101.0% | -76.7% |
| All | -69.8% | +30.9% | -100.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling