+437.5%
GD vs RNG
+333.2%
+104.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.3% | -2.0% |
| 7D | -3.9% | -11.2% | +7.3% | -3.1% |
| 30D | +8.1% | -3.8% | +11.9% | +8.2% |
| 3M | -6.8% | +21.1% | -27.9% | -8.3% |
| 6M | +3.0% | +56.2% | -53.2% | -1.0% |
| YTD | +7.8% | +158.8% | -151.0% | -1.1% |
| 1Y | +5.8% | +173.6% | -167.8% | -3.4% |
| 3Y | +55.3% | +163.9% | -108.6% | +39.7% |
| 5Y | +96.7% | -68.1% | +164.8% | +102.7% |
| 10Y | +195.4% | +272.7% | -77.3% | +108.0% |
| All | +437.5% | +333.2% | +104.3% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling