-34.7%
GFS vs RUN
-82.6%
+47.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.0% |
| 7D | -7.8% | +33.4% | -41.3% | -12.2% |
| 30D | -19.7% | +31.1% | -50.8% | -23.4% |
| 3M | -23.1% | +6.4% | -29.5% | -24.4% |
| 6M | -46.4% | -22.2% | -24.2% | -44.8% |
| YTD | +11.0% | -45.8% | +56.8% | +17.1% |
| 1Y | +12.6% | -51.1% | +63.8% | +19.9% |
| 3Y | -24.9% | -3.0% | -21.9% | -41.9% |
| All | -34.7% | -82.6% | +47.9% | -43.5% |
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 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