+219.6%
GM vs RNG
+302.4%
-82.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -1.1% | -9.6% | +8.5% | +0.5% |
| 30D | -3.4% | +8.8% | -12.2% | -4.8% |
| 3M | +8.7% | +78.6% | -69.9% | -1.6% |
| 6M | +15.4% | +70.3% | -54.9% | +4.2% |
| YTD | +6.6% | +140.3% | -133.7% | -10.5% |
| 1Y | +51.5% | +126.6% | -75.1% | +28.2% |
| 3Y | +169.3% | +120.2% | +49.1% | +121.3% |
| 5Y | +81.6% | -68.3% | +149.9% | +82.4% |
| 10Y | +240.7% | +220.6% | +20.1% | +124.0% |
| All | +219.6% | +302.4% | -82.7% | +102.3% |
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