-43.8%
GPN vs RUN
-81.0%
+37.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +35.4% | -31.8% | +67.2% | +39.3% |
| 6M | +21.7% | -32.2% | +53.9% | +24.6% |
| YTD | +14.9% | -53.5% | +68.4% | +20.3% |
| 1Y | +3.2% | -46.5% | +49.7% | +6.2% |
| 3Y | -27.1% | -37.6% | +10.5% | -33.9% |
| All | -43.8% | -81.0% | +37.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling