-18.0%
GIS vs RNG
+144.7%
-162.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.3% |
| 7D | -7.8% | +5.8% | -13.6% | -8.1% |
| 30D | +6.6% | +19.6% | -13.0% | +5.5% |
| 3M | +21.0% | +67.0% | -46.0% | +17.4% |
| 6M | -9.1% | +88.4% | -97.4% | -11.7% |
| YTD | -13.6% | +155.5% | -169.1% | -16.8% |
| 1Y | -18.0% | +141.7% | -159.7% | -20.7% |
| All | -18.0% | +144.7% | -162.7% | -20.7% |
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 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