+280.7%
RNG vs GWRE
+197.7%
+83.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -6.1% | -13.2% | +7.1% | +3.6% |
| 30D | +9.6% | -18.6% | +28.2% | +23.4% |
| 3M | +83.3% | +18.9% | +64.4% | +56.4% |
| 6M | +77.9% | -11.0% | +88.9% | +84.1% |
| YTD | +139.9% | -29.9% | +169.8% | +192.2% |
| 1Y | +121.7% | -44.3% | +166.0% | +218.0% |
| 3Y | +121.9% | +51.7% | +70.2% | +29.6% |
| 5Y | -68.4% | +15.4% | -83.8% | -77.0% |
| 10Y | +220.0% | +129.4% | +90.6% | +38.5% |
| All | +280.7% | +197.7% | +83.0% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling