+376.6%
GH vs RNG
+120.1%
+256.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.2% | -9.6% | +8.3% | +0.6% |
| 30D | -3.7% | +8.8% | -12.5% | -5.5% |
| 3M | +21.7% | +78.6% | -56.9% | +6.4% |
| 6M | +75.7% | +70.3% | +5.5% | +53.4% |
| YTD | +55.7% | +140.3% | -84.6% | +23.2% |
| 1Y | +181.1% | +126.6% | +54.5% | +124.4% |
| All | +376.6% | +120.1% | +256.4% | +272.3% |
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