+632.4%
GEV vs RUN
-26.2%
+658.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.0% |
| 30D | -7.9% | -13.0% | +5.1% | -6.9% |
| 3M | +5.6% | -31.8% | +37.4% | +8.7% |
| 6M | +13.1% | -32.2% | +45.3% | +16.1% |
| YTD | +46.7% | -53.5% | +100.2% | +52.6% |
| 1Y | +51.3% | -46.5% | +97.8% | +55.9% |
| All | +632.4% | -26.2% | +658.6% | +550.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling