+40.5%
GFS vs RNG
+117.7%
-77.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.4% |
| 7D | +2.6% | -0.8% | +3.5% | +2.6% |
| 30D | -16.4% | +11.4% | -27.8% | -16.1% |
| 3M | -41.6% | +72.1% | -113.7% | -40.6% |
| 6M | -3.7% | +67.9% | -71.6% | -2.0% |
| YTD | +29.3% | +144.3% | -115.0% | +23.8% |
| All | +40.5% | +117.7% | -77.3% | +40.8% |
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