+23.4%
GIS vs RNG
+305.9%
-282.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -8.6% | -4.1% | -4.5% | -8.5% |
| 30D | -0.5% | +8.6% | -9.1% | -0.7% |
| 3M | +11.9% | +78.0% | -66.1% | +10.3% |
| 6M | -11.6% | +67.0% | -78.6% | -12.8% |
| YTD | -16.3% | +142.4% | -158.8% | -18.2% |
| 1Y | -21.8% | +120.4% | -142.2% | -23.4% |
| 3Y | -35.7% | +122.1% | -157.8% | -37.4% |
| 5Y | -22.9% | -69.8% | +47.0% | -20.9% |
| 10Y | -16.8% | +223.4% | -240.2% | -23.4% |
| All | +23.4% | +305.9% | -282.4% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling