+317.2%
RNG vs GPC
+123.7%
+193.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +0.4% | -6.3% | +6.7% | +2.4% |
| 3M | +11.4% | -8.2% | +19.6% | +14.4% |
| 6M | +95.7% | +27.1% | +68.6% | +77.3% |
| YTD | +162.9% | +3.1% | +159.8% | +155.4% |
| 1Y | +180.3% | +0.1% | +180.2% | +175.3% |
| 3Y | +188.3% | +0.2% | +188.1% | +177.9% |
| 5Y | -72.5% | +4.9% | -77.4% | -73.5% |
| 10Y | +236.7% | +75.2% | +161.5% | +164.6% |
| All | +317.2% | +123.7% | +193.4% | +183.0% |
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