+183.1%
GLD vs RNG
+338.4%
-155.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.2% |
| 7D | -2.0% | -3.5% | +1.5% | -1.9% |
| 30D | -4.4% | -3.8% | -0.7% | -4.4% |
| 3M | -8.9% | +18.6% | -27.5% | -9.1% |
| 6M | -16.0% | +69.2% | -85.2% | -16.4% |
| YTD | -7.9% | +161.9% | -169.7% | -8.8% |
| 1Y | -3.9% | +176.2% | -180.1% | -4.9% |
| 3Y | +103.4% | +174.5% | -71.1% | +100.9% |
| 5Y | +109.7% | -71.9% | +181.6% | +108.0% |
| 10Y | +211.8% | +235.4% | -23.5% | +234.9% |
| All | +183.1% | +338.4% | -155.3% | +213.6% |
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