+20.7%
GLD vs RNG
+116.0%
-95.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +0.2% | +8.6% | -8.4% | +0.4% |
| 3M | +3.2% | +78.0% | -74.8% | +4.3% |
| 6M | -14.6% | +67.0% | -81.7% | -13.6% |
| YTD | +1.8% | +142.4% | -140.7% | +2.9% |
| 1Y | +20.7% | +120.4% | -99.7% | +23.0% |
| All | +20.7% | +116.0% | -95.3% | +23.0% |
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 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