-52.1%
RNG vs FGI
-66.3%
+14.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.8% |
| 7D | +2.3% | +13.5% | -11.2% | +1.8% |
| 30D | -3.4% | +17.1% | -20.5% | -4.1% |
| 3M | +20.9% | +78.0% | -57.1% | +15.3% |
| 6M | +82.2% | +46.4% | +35.8% | +74.1% |
| YTD | +164.6% | +47.7% | +116.9% | +148.9% |
| 1Y | +177.0% | +56.8% | +120.2% | +158.2% |
| 3Y | +177.4% | +12.3% | +165.1% | +150.1% |
| All | -52.1% | -66.3% | +14.2% | -55.1% |
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