+170.6%
GD vs RNG
+248.5%
-78.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | +0.6% | -3.5% | +4.2% | +0.9% |
| 30D | +9.5% | -3.8% | +13.2% | +9.6% |
| 3M | -5.8% | +18.6% | -24.4% | -7.0% |
| 6M | +7.7% | +69.2% | -61.5% | +3.5% |
| YTD | +11.1% | +161.9% | -150.8% | +2.9% |
| 1Y | +6.1% | +176.2% | -170.1% | -2.1% |
| 3Y | +59.8% | +174.5% | -114.7% | +45.3% |
| 5Y | +104.6% | -71.9% | +176.5% | +112.2% |
| 10Y | +170.6% | +235.4% | -64.8% | +92.6% |
| All | +170.6% | +248.5% | -78.0% | +92.6% |
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