+203.1%
GS vs RNG
+177.9%
+25.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | -0.1% | -3.5% | +3.4% | +0.3% |
| 30D | +3.7% | -3.8% | +7.4% | +4.0% |
| 3M | -10.0% | +18.6% | -28.5% | -11.7% |
| 6M | -1.0% | +69.2% | -70.2% | -7.3% |
| YTD | +7.0% | +161.9% | -154.9% | -8.2% |
| 1Y | +16.6% | +176.2% | -159.6% | -1.1% |
| All | +203.1% | +177.9% | +25.2% | +146.4% |
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