+215.4%
GLD vs RNG
+327.7%
-112.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.8% |
| 7D | -0.5% | +5.8% | -6.3% | -0.6% |
| 30D | +4.4% | +19.6% | -15.2% | +4.3% |
| 3M | -1.1% | +67.0% | -68.1% | -1.5% |
| 6M | -13.8% | +88.4% | -102.2% | -14.3% |
| YTD | +2.6% | +155.5% | -152.8% | +1.6% |
| 1Y | +24.5% | +141.7% | -117.2% | +23.3% |
| 3Y | +125.8% | +131.1% | -5.2% | +123.3% |
| 5Y | +137.8% | -70.6% | +208.4% | +135.8% |
| 10Y | +221.4% | +228.2% | -6.8% | +245.5% |
| All | +215.4% | +327.7% | -112.3% | +249.4% |
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 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