-25.7%
GIS vs RNG
-68.4%
+42.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | -6.1% | -0.3% | -6.3% |
| 30D | -6.1% | +9.6% | -15.7% | -6.2% |
| 3M | +7.8% | +83.3% | -75.5% | +7.6% |
| 6M | -8.8% | +77.9% | -86.7% | -9.0% |
| YTD | -19.1% | +139.9% | -159.0% | -19.2% |
| 1Y | -24.8% | +121.7% | -146.4% | -24.8% |
| 3Y | -37.6% | +121.9% | -159.4% | -37.6% |
| All | -25.7% | -68.4% | +42.7% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling