+258.4%
GLD vs RUN
-23.6%
+282.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +4.7% | +33.4% | -28.7% | +4.0% |
| 30D | -0.9% | +31.1% | -32.0% | -1.6% |
| 3M | -4.4% | +6.4% | -10.8% | -4.6% |
| 6M | -13.6% | -22.2% | +8.7% | -13.3% |
| YTD | -6.0% | -45.8% | +39.8% | -5.3% |
| 1Y | +1.8% | -51.1% | +52.9% | +2.6% |
| 3Y | +103.2% | -3.0% | +106.2% | +99.6% |
| 5Y | +119.3% | -82.2% | +201.6% | +119.0% |
| 10Y | +199.5% | +111.9% | +87.6% | +195.3% |
| All | +258.4% | -23.6% | +282.0% | +254.1% |
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 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