-12.3%
GFS vs RUN
-82.0%
+69.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.3% |
| 7D | -3.1% | +18.1% | -21.2% | -5.9% |
| 30D | -16.0% | +27.5% | -43.5% | -19.6% |
| 3M | -24.7% | -4.5% | -20.2% | -24.7% |
| 6M | -45.1% | -33.3% | -11.8% | -42.2% |
| YTD | +16.5% | -47.1% | +63.5% | +23.2% |
| 1Y | +19.3% | -43.1% | +62.5% | +24.4% |
| 3Y | -20.0% | -3.0% | -17.0% | -38.2% |
| 5Y | -32.0% | -82.6% | +50.6% | -42.1% |
| All | -12.3% | -82.0% | +69.7% | -25.3% |
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 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