-20.1%
GFS vs RUN
-7.3%
-12.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | +7.4% | -13.5% | +20.9% | +9.0% |
| 30D | -15.3% | +18.3% | -33.6% | -17.3% |
| 3M | -21.1% | -12.5% | -8.6% | -20.4% |
| 6M | -44.5% | -40.3% | -4.2% | -41.8% |
| YTD | +19.2% | -53.1% | +72.3% | +25.3% |
| 1Y | +27.2% | -54.3% | +81.5% | +33.8% |
| 3Y | -20.1% | -6.5% | -13.6% | -34.2% |
| All | -20.1% | -7.3% | -12.8% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling