+642.6%
GS vs RNG
+216.3%
+426.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.4% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +0.2% | +11.4% | -11.2% | -1.3% |
| 3M | -0.3% | +72.1% | -72.4% | -8.2% |
| 6M | +27.4% | +67.9% | -40.6% | +16.8% |
| YTD | +19.6% | +144.3% | -124.7% | +2.5% |
| 1Y | +42.5% | +117.5% | -75.1% | +23.9% |
| 3Y | +240.4% | +123.9% | +116.6% | +186.6% |
| 5Y | +188.9% | -70.1% | +259.0% | +197.2% |
| 10Y | +642.6% | +215.9% | +426.7% | +352.5% |
| All | +642.6% | +216.3% | +426.3% | +352.5% |
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 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