+387.8%
GH vs RUN
-37.3%
+425.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.7% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -2.6% | -10.8% | +8.2% | -1.3% |
| 3M | +25.1% | -30.2% | +55.3% | +30.4% |
| 6M | +78.5% | -22.3% | +100.8% | +82.7% |
| YTD | +59.4% | -52.2% | +111.5% | +70.6% |
| 1Y | +173.9% | -45.1% | +219.0% | +183.8% |
| All | +387.8% | -37.3% | +425.1% | +280.7% |
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