+458.9%
GS vs RNG
+248.5%
+210.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | -0.1% | -3.5% | +3.4% | +0.4% |
| 30D | +3.7% | -3.8% | +7.4% | +4.1% |
| 3M | -10.0% | +18.6% | -28.5% | -12.2% |
| 6M | -1.0% | +69.2% | -70.2% | -9.0% |
| YTD | +7.0% | +161.9% | -154.9% | -9.3% |
| 1Y | +16.6% | +176.2% | -159.6% | -2.0% |
| 3Y | +204.4% | +174.5% | +29.9% | +149.5% |
| 5Y | +160.0% | -71.9% | +232.0% | +169.9% |
| 10Y | +458.9% | +235.4% | +223.5% | +250.2% |
| All | +458.9% | +248.5% | +210.3% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling