+159.7%
GILD vs RNG
+222.9%
-63.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.8% | -6.1% | +1.3% | -4.4% |
| 30D | +5.8% | +9.6% | -3.8% | +5.1% |
| 3M | +14.9% | +83.3% | -68.4% | +9.9% |
| 6M | -0.4% | +77.9% | -78.3% | -4.9% |
| YTD | +18.5% | +139.9% | -121.4% | +9.9% |
| 1Y | +25.1% | +121.7% | -96.5% | +16.5% |
| 3Y | +105.9% | +121.9% | -16.0% | +88.4% |
| 5Y | +143.0% | -68.4% | +211.3% | +153.0% |
| All | +159.7% | +222.9% | -63.2% | +86.0% |
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