-4.8%
GFS vs RNG
+99.4%
-104.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +0.9% |
| 7D | +1.0% | +5.8% | -4.8% | +1.9% |
| 30D | -8.6% | +19.6% | -28.2% | -5.8% |
| 3M | -46.5% | +67.0% | -113.6% | -40.2% |
| 6M | -4.8% | +88.4% | -93.2% | +7.0% |
| All | -4.8% | +99.4% | -104.2% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling