+70.8%
GD vs RUN
-42.7%
+113.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.8% |
| 7D | -5.3% | +1.3% | -6.5% | -5.3% |
| 30D | -6.4% | -15.3% | +8.8% | -6.3% |
| 3M | +5.7% | -40.0% | +45.7% | +6.1% |
| 6M | -0.9% | -27.0% | +26.0% | -0.9% |
| YTD | +8.2% | -51.7% | +59.8% | +8.6% |
| 1Y | +13.4% | -45.9% | +59.3% | +13.8% |
| All | +70.8% | -42.7% | +113.5% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling