+46.4%
GH vs RUN
-85.3%
+131.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | +0.6% | -13.5% | +14.1% | +3.6% |
| 30D | -6.9% | +18.3% | -25.2% | -11.4% |
| 3M | -4.9% | -12.5% | +7.6% | -3.7% |
| 6M | +54.1% | -40.3% | +94.4% | +68.7% |
| YTD | +48.5% | -53.1% | +101.6% | +64.8% |
| 1Y | +61.2% | -54.3% | +115.4% | +78.8% |
| 3Y | +570.3% | -6.5% | +576.8% | +315.4% |
| All | +46.4% | -85.3% | +131.6% | +61.2% |
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 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