-20.0%
GFS vs RNG
+165.4%
-185.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.8% |
| 7D | -3.1% | -6.2% | +3.1% | -2.2% |
| 30D | -16.0% | -8.0% | -8.0% | -15.0% |
| 3M | -24.7% | +15.7% | -40.4% | -26.5% |
| 6M | -45.1% | +60.3% | -105.5% | -49.8% |
| YTD | +16.5% | +153.8% | -137.3% | -8.7% |
| 1Y | +19.3% | +172.2% | -152.8% | -8.6% |
| 3Y | -20.0% | +174.8% | -194.8% | -40.6% |
| All | -20.0% | +165.4% | -185.3% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling