-2.4%
GLD vs RNG
+171.5%
-173.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | +2.8% | -6.0% | +8.8% | +2.8% |
| 30D | -4.0% | -7.4% | +3.4% | -4.0% |
| 3M | -8.2% | +14.6% | -22.8% | -8.0% |
| 6M | -14.8% | +61.5% | -76.4% | -14.2% |
| YTD | -6.8% | +155.7% | -162.5% | -6.2% |
| 1Y | -2.4% | +172.5% | -174.8% | -2.2% |
| All | -2.4% | +171.5% | -173.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling