+305.4%
RNG vs GPC
+150.4%
+155.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.3% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | +19.6% | +6.0% | +13.6% | +17.0% |
| 3M | +67.0% | +42.6% | +24.4% | +46.1% |
| 6M | +88.4% | +22.8% | +65.6% | +73.5% |
| YTD | +155.5% | +15.5% | +140.0% | +139.2% |
| 1Y | +141.7% | +2.0% | +139.6% | +137.0% |
| 3Y | +131.1% | -1.4% | +132.5% | +124.6% |
| 5Y | -70.6% | +30.6% | -101.2% | -73.4% |
| 10Y | +228.2% | +80.6% | +147.6% | +161.3% |
| All | +305.4% | +150.4% | +155.0% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling