+213.1%
GLD vs RNG
+223.4%
-10.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -3.4% | -9.6% | +6.2% | -3.2% |
| 30D | -1.1% | +8.8% | -10.0% | -1.3% |
| 3M | +5.8% | +78.6% | -72.8% | +4.7% |
| 6M | -17.1% | +70.3% | -87.3% | -17.9% |
| YTD | 0.0% | +140.3% | -140.3% | -1.9% |
| 1Y | +18.2% | +126.6% | -108.4% | +16.0% |
| 3Y | +122.6% | +120.2% | +2.4% | +117.6% |
| 5Y | +137.1% | -68.3% | +205.4% | +138.0% |
| All | +213.1% | +223.4% | -10.3% | +231.4% |
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