-52.6%
RNG vs FGI
-68.3%
+15.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.4% | +2.2% |
| 7D | -3.5% | +6.9% | -10.4% | -3.8% |
| 30D | -3.8% | +3.9% | -7.7% | -4.0% |
| 3M | +18.6% | +74.3% | -55.7% | +13.2% |
| 6M | +69.2% | +28.9% | +40.3% | +62.5% |
| YTD | +161.9% | +39.1% | +122.8% | +146.9% |
| 1Y | +176.2% | +49.3% | +126.9% | +158.0% |
| 3Y | +174.5% | +5.7% | +168.8% | +148.1% |
| All | -52.6% | -68.3% | +15.7% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling