+170.5%
GM vs RNG
+119.8%
+50.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -6.1% | +3.7% | -1.7% |
| 30D | -1.1% | +9.6% | -10.7% | -2.3% |
| 3M | +6.1% | +83.3% | -77.2% | -1.8% |
| 6M | +15.0% | +77.9% | -63.0% | +5.7% |
| YTD | +6.0% | +139.9% | -133.9% | -8.3% |
| 1Y | +47.1% | +121.7% | -74.6% | +28.8% |
| 3Y | +170.5% | +121.9% | +48.6% | +125.5% |
| All | +170.5% | +119.8% | +50.7% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling