+88.4%
GWW vs RNG
+120.1%
-31.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.1% | -9.6% | +6.4% | -2.5% |
| 30D | -2.3% | +8.8% | -11.1% | -2.9% |
| 3M | -3.3% | +78.6% | -81.9% | -7.5% |
| 6M | +15.4% | +70.3% | -54.9% | +10.1% |
| YTD | +26.7% | +140.3% | -113.6% | +15.2% |
| 1Y | +29.0% | +126.6% | -97.6% | +17.8% |
| All | +88.4% | +120.1% | -31.7% | +70.2% |
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