+185.8%
GS vs RNG
+154.7%
+31.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -3.2% | -11.3% | +8.1% | -2.0% |
| 30D | -2.4% | -5.7% | +3.3% | -1.9% |
| 3M | -15.7% | +16.8% | -32.5% | -17.3% |
| 6M | -6.8% | +58.5% | -65.2% | -12.0% |
| YTD | -0.1% | +151.3% | -151.4% | -13.9% |
| 1Y | +12.1% | +169.0% | -156.9% | -4.8% |
| 3Y | +185.8% | +156.9% | +28.9% | +135.3% |
| All | +185.8% | +154.7% | +31.1% | +135.3% |
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 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