+399.9%
GH vs RNG
-19.7%
+419.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.4% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -4.5% | +11.4% | -15.8% | -8.9% |
| 3M | +28.9% | +72.1% | -43.2% | +0.6% |
| 6M | +76.5% | +67.9% | +8.6% | +36.3% |
| YTD | +57.6% | +144.3% | -86.7% | -0.7% |
| 1Y | +167.5% | +117.5% | +50.0% | +74.9% |
| 3Y | +377.4% | +123.9% | +253.5% | +182.5% |
| 5Y | +23.8% | -70.1% | +93.9% | +57.6% |
| All | +399.9% | -19.7% | +419.6% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling