+17.7%
GFS vs RNG
+179.4%
-161.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -6.0% |
| 7D | -12.5% | -9.6% | -3.0% | -13.1% |
| 30D | -16.9% | -1.4% | -15.5% | -16.9% |
| 3M | -22.3% | +28.8% | -51.0% | -20.5% |
| 6M | -40.2% | +65.6% | -105.8% | -36.6% |
| YTD | +16.0% | +171.4% | -155.4% | +19.7% |
| 1Y | +17.7% | +185.3% | -167.7% | +16.7% |
| All | +17.7% | +179.4% | -161.8% | +16.7% |
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