+188.8%
GLD vs RNG
+320.7%
-131.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | -11.3% | +16.0% | +4.8% |
| 30D | -0.9% | -5.7% | +4.8% | -0.9% |
| 3M | -4.4% | +16.8% | -21.2% | -4.5% |
| 6M | -13.6% | +58.5% | -72.0% | -13.9% |
| YTD | -6.0% | +151.3% | -157.3% | -7.0% |
| 1Y | +1.8% | +169.0% | -167.2% | +0.7% |
| 3Y | +103.2% | +156.9% | -53.7% | +100.7% |
| 5Y | +119.3% | -69.0% | +188.3% | +117.5% |
| 10Y | +199.5% | +262.0% | -62.5% | +223.2% |
| All | +188.8% | +320.7% | -131.9% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling