+35.8%
GFS vs RNG
+144.7%
-108.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.4% |
| 7D | +1.0% | +5.8% | -4.8% | +1.2% |
| 30D | -8.6% | +19.6% | -28.2% | -8.1% |
| 3M | -46.5% | +67.0% | -113.6% | -45.3% |
| 6M | -4.8% | +88.4% | -93.2% | -3.8% |
| YTD | +29.7% | +155.5% | -125.8% | +24.2% |
| 1Y | +35.8% | +141.7% | -105.8% | +31.9% |
| All | +35.8% | +144.7% | -108.9% | +31.9% |
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 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