+231.1%
GM vs RUN
+42.2%
+188.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -1.1% | -13.0% | +11.9% | +0.9% |
| 3M | +6.1% | -31.8% | +37.9% | +11.9% |
| 6M | +15.0% | -32.2% | +47.2% | +20.4% |
| YTD | +6.0% | -53.5% | +59.5% | +15.6% |
| 1Y | +47.1% | -46.5% | +93.6% | +54.5% |
| 3Y | +170.5% | -37.6% | +208.1% | +125.8% |
| 5Y | +80.5% | -80.9% | +161.3% | +73.7% |
| All | +231.1% | +42.2% | +188.9% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling