+204.4%
GD vs RUN
-31.9%
+236.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | +1.3% | -6.5% | -5.3% |
| 30D | -6.4% | -15.3% | +8.8% | -5.8% |
| 3M | +5.7% | -40.0% | +45.7% | +8.0% |
| 6M | -0.9% | -27.0% | +26.0% | -0.1% |
| YTD | +8.2% | -51.7% | +59.8% | +10.7% |
| 1Y | +13.4% | -45.9% | +59.3% | +14.9% |
| 3Y | +68.5% | -43.8% | +112.3% | +59.7% |
| 5Y | +97.2% | -80.5% | +177.6% | +93.4% |
| 10Y | +190.2% | +45.3% | +144.9% | +129.1% |
| All | +204.4% | -31.9% | +236.4% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling