+165.2%
GD vs RNG
+234.5%
-69.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +2.7% | +4.6% | -2.0% | +2.4% |
| 30D | +8.6% | +0.4% | +8.2% | +8.5% |
| 3M | -7.1% | +11.4% | -18.5% | -7.9% |
| 6M | +7.5% | +95.7% | -88.2% | +2.3% |
| YTD | +9.9% | +162.9% | -153.0% | +1.8% |
| 1Y | +7.6% | +180.3% | -172.7% | -0.8% |
| 3Y | +56.2% | +188.3% | -132.1% | +41.6% |
| 5Y | +100.6% | -72.5% | +173.1% | +108.4% |
| All | +165.2% | +234.5% | -69.3% | +88.6% |
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