-0.8%
GFS vs RNG
-70.4%
+69.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +4.5% | -4.1% | +8.6% | +5.4% |
| 30D | -8.2% | +8.6% | -16.8% | -10.3% |
| 3M | -38.9% | +78.0% | -116.8% | -48.2% |
| 6M | -2.9% | +67.0% | -69.9% | -17.8% |
| YTD | +31.8% | +142.4% | -110.7% | -3.1% |
| 1Y | +43.1% | +120.4% | -77.3% | +8.2% |
| 3Y | -20.6% | +122.1% | -142.8% | -43.1% |
| All | -0.8% | -70.4% | +69.6% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling