+37.1%
GFS vs RUN
-49.0%
+86.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | +2.6% | +10.2% | -7.5% | +0.7% |
| 30D | -16.4% | -9.6% | -6.8% | -14.8% |
| 3M | -41.6% | -31.5% | -10.1% | -37.9% |
| 6M | -3.7% | -18.7% | +15.0% | +1.2% |
| YTD | +29.3% | -49.9% | +79.2% | +35.9% |
| 1Y | +37.1% | -45.5% | +82.6% | +39.0% |
| All | +37.1% | -49.0% | +86.1% | +39.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling