-68.6%
RNG vs GWRE
+15.1%
-83.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -6.1% | -13.2% | +7.1% | +3.9% |
| 30D | +9.6% | -18.6% | +28.2% | +23.5% |
| 3M | +83.3% | +18.9% | +64.4% | +54.2% |
| 6M | +77.9% | -11.0% | +88.9% | +83.2% |
| YTD | +139.9% | -29.9% | +169.8% | +194.7% |
| 1Y | +121.7% | -44.3% | +166.0% | +225.4% |
| 3Y | +121.9% | +51.7% | +70.2% | +0.3% |
| All | -68.6% | +15.1% | -83.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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