-9.8%
GFI vs RNG
+66.0%
-75.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.9% |
| 7D | -5.1% | -9.6% | +4.4% | -5.6% |
| 30D | +13.4% | +8.8% | +4.6% | +14.2% |
| 3M | +36.2% | +78.6% | -42.4% | +41.2% |
| 6M | -9.8% | +70.3% | -80.1% | -6.2% |
| All | -9.8% | +66.0% | -75.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling