+265.2%
GLD vs RUN
-25.4%
+290.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.9% |
| 7D | +4.9% | +18.1% | -13.1% | +4.5% |
| 30D | -1.3% | +27.5% | -28.8% | -1.9% |
| 3M | -4.8% | -4.5% | -0.2% | -4.8% |
| 6M | -12.5% | -33.3% | +20.8% | -11.9% |
| YTD | -4.2% | -47.1% | +42.8% | -3.5% |
| 1Y | +3.0% | -43.1% | +46.2% | +3.7% |
| 3Y | +109.1% | -3.0% | +112.1% | +105.5% |
| 5Y | +121.6% | -82.6% | +204.2% | +121.4% |
| 10Y | +212.2% | +103.3% | +108.9% | +208.0% |
| All | +265.2% | -25.4% | +290.6% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling