+163.1%
GH vs RNG
+144.7%
+18.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | -0.1% | +5.8% | -5.8% | -0.4% |
| 30D | -1.1% | +19.6% | -20.7% | -2.3% |
| 3M | +21.3% | +67.0% | -45.7% | +16.3% |
| 6M | +73.5% | +88.4% | -14.8% | +62.9% |
| YTD | +58.0% | +155.5% | -97.5% | +49.5% |
| 1Y | +163.1% | +141.7% | +21.4% | +147.7% |
| All | +163.1% | +144.7% | +18.3% | +147.7% |
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 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