+388.8%
GH vs RUN
-32.9%
+421.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.6% |
| 30D | -4.7% | -13.0% | +8.3% | -1.7% |
| 3M | +20.2% | -31.8% | +52.0% | +30.8% |
| 6M | +78.8% | -32.2% | +111.0% | +92.5% |
| YTD | +54.1% | -53.5% | +107.6% | +75.5% |
| 1Y | +177.1% | -46.5% | +223.6% | +196.2% |
| 3Y | +371.6% | -37.6% | +409.2% | +245.2% |
| 5Y | +21.9% | -80.9% | +102.8% | +19.1% |
| All | +388.8% | -32.9% | +421.7% | +151.3% |
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