+53.9%
GD vs RUN
-8.7%
+62.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.6% |
| 7D | -5.0% | +33.4% | -38.4% | -5.2% |
| 30D | +8.9% | +31.1% | -22.2% | +8.7% |
| 3M | -8.0% | +6.4% | -14.4% | -8.1% |
| 6M | +2.9% | -22.2% | +25.1% | +3.0% |
| YTD | +7.1% | -45.8% | +52.8% | +7.4% |
| 1Y | +5.9% | -51.1% | +57.1% | +6.3% |
| 3Y | +53.9% | -3.0% | +56.9% | +51.9% |
| All | +53.9% | -8.7% | +62.5% | +51.9% |
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 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