-54.5%
RNG vs FGI
-70.6%
+16.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -11.3% | -7.0% | -4.4% | -11.1% |
| 30D | -5.7% | -4.2% | -1.5% | -5.6% |
| 3M | +16.8% | +55.6% | -38.8% | +12.0% |
| 6M | +58.5% | -3.2% | +61.6% | +53.9% |
| YTD | +151.3% | +29.1% | +122.2% | +137.7% |
| 1Y | +169.0% | +51.0% | +118.0% | +151.2% |
| 3Y | +156.9% | +1.5% | +155.4% | +132.1% |
| All | -54.5% | -70.6% | +16.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling