+39.4%
GM vs RUN
-53.7%
+93.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.5% |
| 7D | +12.1% | +18.5% | -6.4% | +9.9% |
| 30D | +15.2% | +15.5% | -0.3% | +13.2% |
| 3M | +4.9% | -20.3% | +25.2% | +7.3% |
| 6M | +22.6% | -30.8% | +53.4% | +27.0% |
| YTD | +14.4% | -52.2% | +66.6% | +20.7% |
| 1Y | +39.4% | -53.9% | +93.3% | +47.1% |
| All | +39.4% | -53.7% | +93.2% | +47.1% |
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 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