+142.5%
GLD vs RUN
-80.5%
+223.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +4.4% | -15.3% | +19.6% | +4.8% |
| 3M | -1.1% | -40.0% | +38.9% | +0.2% |
| 6M | -13.8% | -27.0% | +13.2% | -13.2% |
| YTD | +2.6% | -51.7% | +54.3% | +4.0% |
| 1Y | +24.5% | -45.9% | +70.4% | +25.7% |
| 3Y | +125.8% | -43.8% | +169.6% | +124.2% |
| All | +142.5% | -80.5% | +223.0% | +146.2% |
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