+3.2%
GPN vs RUN
-47.1%
+50.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.6% | -3.7% | -0.9% | -4.3% |
| 30D | -0.3% | -13.0% | +12.7% | +0.9% |
| 3M | +35.4% | -31.8% | +67.2% | +39.6% |
| 6M | +21.7% | -32.2% | +53.9% | +24.9% |
| YTD | +14.9% | -53.5% | +68.4% | +20.9% |
| 1Y | +3.2% | -46.5% | +49.7% | +7.7% |
| All | +3.2% | -47.1% | +50.3% | +7.7% |
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 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