+138.9%
GLD vs RNG
-70.8%
+209.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.6% | -1.7% |
| 7D | +0.7% | -0.8% | +1.6% | +0.8% |
| 30D | +0.3% | +11.4% | -11.1% | +0.2% |
| 3M | +0.6% | +72.1% | -71.5% | -0.2% |
| 6M | -15.6% | +67.9% | -83.5% | -16.3% |
| YTD | +0.9% | +144.3% | -143.5% | -0.9% |
| 1Y | +19.4% | +117.5% | -98.1% | +17.6% |
| 3Y | +124.5% | +123.9% | +0.6% | +120.1% |
| 5Y | +138.9% | -70.1% | +209.0% | +136.4% |
| All | +138.9% | -70.8% | +209.7% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling