-17.4%
GIS vs RNG
+179.4%
-196.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | +8.5% | -9.6% | +18.0% | +9.0% |
| 30D | +15.3% | -1.4% | +16.7% | +15.2% |
| 3M | +0.9% | +28.8% | -27.8% | -0.9% |
| 6M | +7.9% | +65.6% | -57.6% | +3.8% |
| YTD | -17.6% | +171.4% | -189.0% | -22.1% |
| 1Y | -17.4% | +185.3% | -202.7% | -21.0% |
| All | -17.4% | +179.4% | -196.8% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling