-19.3%
GAP vs RNG
+343.0%
-362.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -5.2% | +2.3% | -7.4% | -5.6% |
| 30D | -6.9% | -3.4% | -3.5% | -6.5% |
| 3M | +5.7% | +20.9% | -15.2% | +1.5% |
| 6M | +0.9% | +82.2% | -81.3% | -11.8% |
| YTD | -14.5% | +164.6% | -179.1% | -32.4% |
| 1Y | -12.1% | +177.0% | -189.1% | -31.2% |
| 3Y | +72.2% | +177.4% | -105.3% | +31.3% |
| 5Y | +4.5% | -72.3% | +76.9% | +2.5% |
| 10Y | +3.3% | +238.9% | -235.6% | -31.2% |
| All | -19.3% | +343.0% | -362.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling