+185.7%
GS vs RNG
-70.5%
+256.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.6% |
| 7D | +0.9% | +5.8% | -4.8% | +0.2% |
| 30D | -1.6% | +19.6% | -21.2% | -3.9% |
| 3M | -4.5% | +67.0% | -71.5% | -11.5% |
| 6M | +20.9% | +88.4% | -67.5% | +9.0% |
| YTD | +19.9% | +155.5% | -135.6% | +1.9% |
| 1Y | +41.4% | +141.7% | -100.3% | +20.8% |
| 3Y | +239.2% | +131.1% | +108.1% | +182.6% |
| All | +185.7% | -70.5% | +256.2% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling