+16.9%
GME vs RUN
-37.3%
+54.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.8% | +5.9% |
| 7D | +4.8% | -1.8% | +6.6% | +5.0% |
| 30D | +5.9% | -10.8% | +16.7% | +7.4% |
| 3M | -10.7% | -30.2% | +19.4% | -6.9% |
| 6M | -19.8% | -22.3% | +2.5% | -18.5% |
| YTD | -0.9% | -52.2% | +51.2% | +6.0% |
| 1Y | -15.7% | -45.1% | +29.4% | -13.1% |
| All | +16.9% | -37.3% | +54.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling