+5.8%
GAP vs RNG
-70.2%
+76.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -3.2% | -4.1% | +0.9% | -2.2% |
| 30D | -0.7% | +8.6% | -9.3% | -3.0% |
| 3M | -0.5% | +78.0% | -78.4% | -15.7% |
| 6M | -5.0% | +67.0% | -72.0% | -19.9% |
| YTD | -14.7% | +142.4% | -157.1% | -37.3% |
| 1Y | -8.6% | +120.4% | -129.1% | -31.3% |
| 3Y | +108.4% | +122.1% | -13.8% | +48.6% |
| 5Y | +5.8% | -69.8% | +75.6% | +0.7% |
| All | +5.8% | -70.2% | +76.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling