+25.7%
GPN vs RUN
+42.2%
-16.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.3% | -3.7% | -0.6% | -3.9% |
| 30D | 0.0% | -13.0% | +13.0% | +1.5% |
| 3M | +35.8% | -31.8% | +67.6% | +41.1% |
| 6M | +22.0% | -32.2% | +54.2% | +26.0% |
| YTD | +15.2% | -53.5% | +68.7% | +22.6% |
| 1Y | +3.5% | -46.5% | +50.0% | +7.4% |
| 3Y | -26.9% | -37.6% | +10.7% | -36.1% |
| 5Y | -44.2% | -80.9% | +36.6% | -46.2% |
| All | +25.7% | +42.2% | -16.5% | -28.7% |
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