+100.4%
GD vs RNG
-71.6%
+172.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | +9.2% | -3.4% | +12.6% | +9.3% |
| 3M | -7.5% | +20.9% | -28.3% | -8.5% |
| 6M | +5.8% | +82.2% | -76.4% | +2.0% |
| YTD | +9.8% | +164.6% | -154.8% | +3.2% |
| 1Y | +5.8% | +177.0% | -171.2% | -0.8% |
| 3Y | +58.0% | +177.4% | -119.4% | +46.2% |
| 5Y | +100.4% | -72.3% | +172.7% | +88.9% |
| All | +100.4% | -71.6% | +172.0% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling