+177.4%
GD vs RNG
+259.3%
-81.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | -3.0% | -6.2% | +3.2% | -2.7% |
| 30D | +9.3% | -8.0% | +17.3% | +9.8% |
| 3M | -7.2% | +15.7% | -22.9% | -8.2% |
| 6M | +5.5% | +60.3% | -54.9% | +1.6% |
| YTD | +9.5% | +153.8% | -144.3% | +1.6% |
| 1Y | +6.4% | +172.2% | -165.7% | -1.7% |
| 3Y | +59.8% | +174.8% | -115.0% | +45.2% |
| 5Y | +98.0% | -68.6% | +166.6% | +103.0% |
| 10Y | +177.4% | +248.2% | -70.8% | +95.8% |
| All | +177.4% | +259.3% | -81.9% | +95.8% |
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