+319.9%
RNG vs GPC
+122.8%
+197.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.7% |
| 30D | -3.4% | -6.0% | +2.6% | -1.6% |
| 3M | +20.9% | -7.6% | +28.5% | +23.8% |
| 6M | +82.2% | +24.2% | +58.0% | +66.6% |
| YTD | +164.6% | +2.7% | +161.9% | +157.5% |
| 1Y | +177.0% | +0.2% | +176.8% | +171.9% |
| 3Y | +177.4% | -0.8% | +178.2% | +168.3% |
| 5Y | -72.3% | +4.4% | -76.8% | -73.3% |
| 10Y | +238.9% | +74.5% | +164.5% | +166.8% |
| All | +319.9% | +122.8% | +197.1% | +185.3% |
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