+57.7%
GEV vs RUN
-46.2%
+103.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | -7.5% | -15.3% | +7.8% | -5.2% |
| 3M | -2.2% | -40.0% | +37.8% | +4.8% |
| 6M | +12.1% | -27.0% | +39.0% | +16.7% |
| YTD | +44.4% | -51.7% | +96.1% | +52.3% |
| 1Y | +57.7% | -45.9% | +103.6% | +69.3% |
| All | +57.7% | -46.2% | +103.8% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling