+606.9%
GEV vs RUN
-25.6%
+632.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.7% |
| 7D | -1.9% | -3.4% | +1.5% | -1.6% |
| 30D | -8.7% | -14.0% | +5.3% | -7.6% |
| 3M | +6.6% | -27.5% | +34.1% | +9.2% |
| 6M | +10.2% | -29.0% | +39.2% | +12.9% |
| YTD | +41.6% | -53.1% | +94.7% | +47.2% |
| 1Y | +43.9% | -46.7% | +90.6% | +48.3% |
| All | +606.9% | -25.6% | +632.5% | +526.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling