+1,209.3%
GFI vs RNG
+302.4%
+906.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -5.1% | -9.6% | +4.4% | -4.8% |
| 30D | +13.4% | +8.8% | +4.6% | +13.1% |
| 3M | +36.2% | +78.6% | -42.4% | +33.5% |
| 6M | -9.8% | +70.3% | -80.1% | -11.7% |
| YTD | +7.7% | +140.3% | -132.7% | +3.7% |
| 1Y | +27.2% | +126.6% | -99.4% | +22.6% |
| 3Y | +300.3% | +120.2% | +180.1% | +283.7% |
| 5Y | +539.8% | -68.3% | +608.1% | +515.8% |
| 10Y | +1,058.5% | +220.6% | +837.9% | +1,143.7% |
| All | +1,209.3% | +302.4% | +906.9% | +1,347.6% |
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 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