+165.2%
GD vs RUN
+68.6%
+96.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.7% | -13.5% | +16.2% | +3.4% |
| 30D | +8.6% | +18.3% | -9.7% | +7.4% |
| 3M | -7.1% | -12.5% | +5.4% | -6.7% |
| 6M | +7.5% | -40.3% | +47.8% | +9.6% |
| YTD | +9.9% | -53.1% | +63.0% | +12.5% |
| 1Y | +7.6% | -54.3% | +61.8% | +10.2% |
| 3Y | +56.2% | -6.5% | +62.7% | +41.0% |
| 5Y | +100.6% | -85.3% | +185.9% | +102.7% |
| All | +165.2% | +68.6% | +96.6% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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