+291.4%
GLD vs RUN
-31.9%
+323.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.1% | -40.0% | +38.9% | -0.1% |
| 6M | -13.8% | -27.0% | +13.2% | -13.3% |
| YTD | +2.6% | -51.7% | +54.3% | +3.7% |
| 1Y | +24.5% | -45.9% | +70.4% | +25.5% |
| 3Y | +125.8% | -43.8% | +169.6% | +123.9% |
| 5Y | +137.8% | -80.5% | +218.3% | +137.6% |
| 10Y | +221.4% | +45.3% | +176.1% | +217.4% |
| All | +291.4% | -31.9% | +323.3% | +288.0% |
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