+643.2%
GEV vs RUN
-20.5%
+663.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.8% |
| 7D | +8.1% | +10.2% | -2.1% | +7.2% |
| 30D | -1.9% | -9.6% | +7.7% | -1.2% |
| 3M | +4.1% | -31.5% | +35.6% | +7.0% |
| 6M | +23.2% | -18.7% | +41.9% | +25.0% |
| YTD | +48.9% | -49.9% | +98.8% | +53.9% |
| 1Y | +62.2% | -45.5% | +107.7% | +66.6% |
| All | +643.2% | -20.5% | +663.7% | +555.5% |
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