-1.1%
GAP vs RNG
+234.5%
-235.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -1.9% | +4.6% | -6.5% | -2.8% |
| 30D | -7.1% | +0.4% | -7.5% | -7.3% |
| 3M | +4.1% | +11.4% | -7.3% | +1.4% |
| 6M | +1.9% | +95.7% | -93.8% | -13.0% |
| YTD | -15.2% | +162.9% | -178.1% | -34.2% |
| 1Y | -10.6% | +180.3% | -190.9% | -31.6% |
| 3Y | +74.6% | +188.3% | -113.8% | +29.0% |
| 5Y | +3.7% | -72.5% | +76.2% | -0.7% |
| All | -1.1% | +234.5% | -235.5% | -40.7% |
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