+733.1%
GS vs RNG
+327.7%
+405.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -4.5% | +67.0% | -71.5% | -11.8% |
| 6M | +20.9% | +88.4% | -67.5% | +8.7% |
| YTD | +19.9% | +155.5% | -135.6% | +1.8% |
| 1Y | +41.4% | +141.7% | -100.3% | +20.6% |
| 3Y | +239.2% | +131.1% | +108.1% | +183.4% |
| 5Y | +185.0% | -70.6% | +255.6% | +196.5% |
| 10Y | +655.0% | +228.2% | +426.7% | +385.7% |
| All | +733.1% | +327.7% | +405.4% | +416.9% |
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