+191.5%
GD vs RNG
+234.2%
-42.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.5% |
| 7D | -5.3% | +5.8% | -11.0% | -5.6% |
| 30D | -6.4% | +19.6% | -26.0% | -7.5% |
| 3M | +5.7% | +67.0% | -61.3% | +1.9% |
| 6M | -0.9% | +88.4% | -89.3% | -5.6% |
| YTD | +8.2% | +155.5% | -147.3% | +0.4% |
| 1Y | +13.4% | +141.7% | -128.3% | +5.5% |
| 3Y | +68.5% | +131.1% | -62.6% | +54.7% |
| 5Y | +97.2% | -70.6% | +167.7% | +103.7% |
| All | +191.5% | +234.2% | -42.6% | +96.9% |
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