+23.2%
GH vs RNG
-70.1%
+93.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -1.2% | -9.6% | +8.3% | +2.5% |
| 30D | -3.7% | +8.8% | -12.5% | -7.3% |
| 3M | +21.7% | +78.6% | -56.9% | -6.1% |
| 6M | +75.7% | +70.3% | +5.5% | +35.1% |
| YTD | +55.7% | +140.3% | -84.6% | -1.5% |
| 1Y | +181.1% | +126.6% | +54.5% | +79.9% |
| 3Y | +371.6% | +120.2% | +251.4% | +178.3% |
| 5Y | +23.2% | -68.3% | +91.5% | +61.6% |
| All | +23.2% | -70.1% | +93.3% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling