+1,036.1%
GFI vs RNG
+222.9%
+813.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -2.4% |
| 30D | +13.2% | +9.6% | +3.6% | +12.8% |
| 3M | +28.5% | +83.3% | -54.9% | +25.0% |
| 6M | -6.2% | +77.9% | -84.1% | -8.9% |
| YTD | +8.7% | +139.9% | -131.2% | +3.4% |
| 1Y | +24.8% | +121.7% | -96.8% | +19.1% |
| 3Y | +298.0% | +121.9% | +176.2% | +276.3% |
| 5Y | +546.0% | -68.4% | +614.4% | +521.9% |
| All | +1,036.1% | +222.9% | +813.2% | +1,294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling