+203.3%
GD vs RUN
-24.4%
+227.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.3% | -14.6% | -2.9% |
| 7D | -3.9% | +30.0% | -33.9% | -5.2% |
| 30D | +8.1% | +27.0% | -19.0% | +6.7% |
| 3M | -6.8% | -5.9% | -0.9% | -6.8% |
| 6M | +3.0% | -26.7% | +29.7% | +3.9% |
| YTD | +7.8% | -46.4% | +54.1% | +9.5% |
| 1Y | +5.8% | -52.1% | +57.9% | +7.9% |
| 3Y | +55.3% | -8.9% | +64.3% | +42.7% |
| 5Y | +96.7% | -82.4% | +179.1% | +95.2% |
| 10Y | +195.4% | +109.6% | +85.8% | +130.5% |
| All | +203.3% | -24.4% | +227.8% | +139.6% |
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