+59.9%
GD vs RNG
+178.5%
-118.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | -1.9% | -6.0% | +4.1% | -1.6% |
| 30D | +10.9% | -7.4% | +18.3% | +11.2% |
| 3M | -6.8% | +14.6% | -21.3% | -7.6% |
| 6M | +7.0% | +61.5% | -54.5% | +3.9% |
| YTD | +11.1% | +155.7% | -144.6% | +4.6% |
| 1Y | +7.0% | +172.5% | -165.4% | +0.2% |
| 3Y | +59.9% | +168.0% | -108.1% | +48.4% |
| All | +59.9% | +178.5% | -118.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling