+239.3%
GM vs RUN
-32.6%
+271.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -1.7% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | -4.6% | -10.8% | +6.3% | -3.1% |
| 3M | +0.2% | -30.2% | +30.4% | +4.9% |
| 6M | +12.6% | -22.3% | +34.9% | +15.2% |
| YTD | +3.7% | -52.2% | +55.9% | +11.9% |
| 1Y | +45.6% | -45.1% | +90.7% | +51.9% |
| 3Y | +162.0% | -37.1% | +199.1% | +123.8% |
| 5Y | +80.5% | -80.3% | +160.8% | +73.5% |
| 10Y | +231.3% | +45.2% | +186.1% | +118.9% |
| All | +239.3% | -32.6% | +271.9% | +129.5% |
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