+594.5%
GS vs RNG
+320.7%
+273.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -3.2% | -11.3% | +8.1% | -1.6% |
| 30D | -2.4% | -5.7% | +3.3% | -1.7% |
| 3M | -15.7% | +16.8% | -32.5% | -17.8% |
| 6M | -6.8% | +58.5% | -65.2% | -13.8% |
| YTD | -0.1% | +151.3% | -151.4% | -15.2% |
| 1Y | +12.1% | +169.0% | -156.9% | -5.9% |
| 3Y | +185.8% | +156.9% | +28.9% | +135.1% |
| 5Y | +140.1% | -69.0% | +209.1% | +147.7% |
| 10Y | +505.2% | +262.0% | +243.3% | +283.2% |
| All | +594.5% | +320.7% | +273.8% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling