+24.3%
GAP vs RNG
+223.4%
-199.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.3% | -9.6% | +3.3% | -4.4% |
| 30D | -0.2% | +8.8% | -9.0% | -2.1% |
| 3M | 0.0% | +78.6% | -78.6% | -12.1% |
| 6M | -8.1% | +70.3% | -78.4% | -19.7% |
| YTD | -16.5% | +140.3% | -156.8% | -33.6% |
| 1Y | -10.5% | +126.6% | -137.1% | -28.1% |
| 3Y | +104.0% | +120.2% | -16.2% | +59.7% |
| 5Y | +6.8% | -68.3% | +75.1% | +1.9% |
| All | +24.3% | +223.4% | -199.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling