+170.0%
GD vs RUN
+116.9%
+53.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.4% |
| 7D | -3.0% | +18.1% | -21.1% | -3.9% |
| 30D | +9.3% | +27.5% | -18.2% | +7.8% |
| 3M | -7.2% | -4.5% | -2.7% | -7.2% |
| 6M | +5.5% | -33.3% | +38.8% | +7.0% |
| YTD | +9.5% | -47.1% | +56.6% | +11.5% |
| 1Y | +6.4% | -43.1% | +49.6% | +7.8% |
| 3Y | +59.8% | -3.0% | +62.8% | +44.5% |
| 5Y | +98.0% | -82.6% | +180.6% | +97.8% |
| All | +170.0% | +116.9% | +53.1% | +89.0% |
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