+53.9%
GD vs RNG
+154.7%
-100.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.5% |
| 7D | -5.0% | -11.3% | +6.4% | -4.5% |
| 30D | +8.9% | -5.7% | +14.6% | +9.1% |
| 3M | -8.0% | +16.8% | -24.8% | -8.9% |
| 6M | +2.9% | +58.5% | -55.6% | 0.0% |
| YTD | +7.1% | +151.3% | -144.2% | +0.8% |
| 1Y | +5.9% | +169.0% | -163.1% | -0.9% |
| 3Y | +53.9% | +156.9% | -103.1% | +42.3% |
| All | +53.9% | +154.7% | -100.8% | +42.3% |
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