+388.8%
GH vs RNG
-21.1%
+409.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | -6.1% | +3.6% | -0.2% |
| 30D | -4.7% | +9.6% | -14.3% | -8.6% |
| 3M | +20.2% | +83.3% | -63.1% | -8.4% |
| 6M | +78.8% | +77.9% | +0.8% | +34.8% |
| YTD | +54.1% | +139.9% | -85.8% | -2.3% |
| 1Y | +177.1% | +121.7% | +55.4% | +79.3% |
| 3Y | +371.6% | +121.9% | +249.8% | +179.8% |
| 5Y | +21.9% | -68.4% | +90.3% | +51.8% |
| All | +388.8% | -21.1% | +409.9% | +245.2% |
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