-37.4%
GIS vs RNG
+120.1%
-157.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -3.0% |
| 7D | -8.4% | -9.6% | +1.2% | -8.1% |
| 30D | -5.2% | +8.8% | -14.0% | -5.5% |
| 3M | +8.2% | +78.6% | -70.5% | +6.4% |
| 6M | -12.0% | +70.3% | -82.3% | -13.5% |
| YTD | -18.9% | +140.3% | -159.2% | -20.6% |
| 1Y | -23.6% | +126.6% | -150.2% | -25.2% |
| All | -37.4% | +120.1% | -157.5% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling