+19.4%
GLD vs RUN
-49.0%
+68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.1% |
| 7D | +0.7% | +10.2% | -9.4% | -0.2% |
| 30D | +0.3% | -9.6% | +9.9% | +1.1% |
| 3M | +0.6% | -31.5% | +32.1% | +3.7% |
| 6M | -15.6% | -18.7% | +3.1% | -14.4% |
| YTD | +0.9% | -49.9% | +50.8% | +4.4% |
| 1Y | +19.4% | -45.5% | +64.9% | +21.9% |
| All | +19.4% | -49.0% | +68.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling