+170.6%
GD vs RUN
+74.1%
+96.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.3% |
| 7D | +0.6% | +3.2% | -2.5% | +0.4% |
| 30D | +9.5% | +19.5% | -10.0% | +8.2% |
| 3M | -5.8% | -9.6% | +3.7% | -5.6% |
| 6M | +7.7% | -37.3% | +45.0% | +9.6% |
| YTD | +11.1% | -50.7% | +61.8% | +13.4% |
| 1Y | +6.1% | -54.1% | +60.2% | +8.7% |
| 3Y | +59.8% | -3.9% | +63.7% | +44.2% |
| 5Y | +104.6% | -84.4% | +189.0% | +106.0% |
| 10Y | +170.6% | +77.5% | +93.1% | +90.7% |
| All | +170.6% | +74.1% | +96.5% | +90.7% |
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