+205.6%
GLD vs RUN
+66.4%
+139.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.2% | -2.6% |
| 7D | -5.5% | -13.7% | +8.2% | -5.1% |
| 30D | -7.0% | +9.4% | -16.4% | -7.3% |
| 3M | -12.4% | -13.4% | +1.1% | -12.1% |
| 6M | -18.0% | -39.6% | +21.5% | -17.1% |
| YTD | -10.5% | -53.7% | +43.2% | -9.3% |
| 1Y | -8.1% | -56.2% | +48.1% | -6.8% |
| 3Y | +97.7% | -9.7% | +107.4% | +93.5% |
| 5Y | +103.4% | -85.5% | +188.9% | +104.8% |
| All | +205.6% | +66.4% | +139.2% | +192.1% |
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