+499.9%
GWW vs RNG
+309.1%
+190.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +1.1% | +11.4% | -10.3% | 0.0% |
| 3M | -1.0% | +72.1% | -73.1% | -6.7% |
| 6M | +16.3% | +67.9% | -51.6% | +9.1% |
| YTD | +28.5% | +144.3% | -115.8% | +14.6% |
| 1Y | +30.3% | +117.5% | -87.3% | +17.4% |
| 3Y | +91.6% | +123.9% | -32.3% | +68.3% |
| 5Y | +224.0% | -70.1% | +294.1% | +235.1% |
| 10Y | +551.3% | +215.9% | +335.4% | +389.1% |
| All | +499.9% | +309.1% | +190.8% | +331.9% |
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