+502.4%
GFI vs RNG
-68.4%
+570.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.9% | -6.1% | +1.2% | -4.5% |
| 30D | +10.7% | +9.6% | +1.1% | +10.1% |
| 3M | +25.6% | +83.3% | -57.7% | +20.6% |
| 6M | -8.3% | +77.9% | -86.2% | -12.2% |
| YTD | +6.3% | +139.9% | -133.6% | -1.5% |
| 1Y | +22.1% | +121.7% | -99.6% | +13.7% |
| 3Y | +289.2% | +121.9% | +167.3% | +256.7% |
| All | +502.4% | -68.4% | +570.8% | +475.9% |
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