+206.1%
GLD vs RNG
+234.5%
-28.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.6% | +4.6% | -9.2% | -4.7% |
| 30D | -5.5% | +0.4% | -5.9% | -5.5% |
| 3M | -10.9% | +11.4% | -22.3% | -11.1% |
| 6M | -17.4% | +95.7% | -113.1% | -18.5% |
| YTD | -10.3% | +162.9% | -173.2% | -12.3% |
| 1Y | -7.2% | +180.3% | -187.4% | -9.3% |
| 3Y | +96.9% | +188.3% | -91.4% | +91.3% |
| 5Y | +103.8% | -72.5% | +176.3% | +105.8% |
| All | +206.1% | +234.5% | -28.3% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling