+218.2%
GLD vs RUN
+43.6%
+174.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +0.2% | -10.8% | +11.0% | +0.5% |
| 3M | +3.2% | -30.2% | +33.4% | +4.0% |
| 6M | -14.6% | -22.3% | +7.7% | -14.2% |
| YTD | +1.8% | -52.2% | +54.0% | +3.1% |
| 1Y | +20.7% | -45.1% | +65.8% | +21.8% |
| 3Y | +126.5% | -37.1% | +163.6% | +123.4% |
| 5Y | +140.0% | -80.3% | +220.3% | +140.0% |
| 10Y | +218.2% | +45.2% | +173.0% | +206.3% |
| All | +218.2% | +43.6% | +174.7% | +206.3% |
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