+46.0%
GFI vs RNG
+144.7%
-98.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.6% |
| 7D | +3.1% | +5.8% | -2.6% | +3.3% |
| 30D | +27.1% | +19.6% | +7.5% | +27.6% |
| 3M | +21.2% | +67.0% | -45.9% | +22.4% |
| 6M | -4.5% | +88.4% | -92.9% | -3.4% |
| YTD | +11.7% | +155.5% | -143.8% | +10.1% |
| 1Y | +46.0% | +141.7% | -95.6% | +48.2% |
| All | +46.0% | +144.7% | -98.7% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling