+62.8%
GPN vs RUN
-32.6%
+95.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.2% |
| 7D | -6.2% | -1.8% | -4.5% | -6.1% |
| 30D | +1.0% | -10.8% | +11.9% | +2.1% |
| 3M | +36.9% | -30.2% | +67.1% | +41.4% |
| 6M | +16.8% | -22.3% | +39.1% | +18.5% |
| YTD | +13.2% | -52.2% | +65.4% | +19.5% |
| 1Y | +1.4% | -45.1% | +46.5% | +4.6% |
| 3Y | -28.6% | -37.1% | +8.4% | -36.3% |
| 5Y | -47.0% | -80.3% | +33.3% | -48.9% |
| 10Y | +25.2% | +45.2% | -20.1% | -12.5% |
| All | +62.8% | -32.6% | +95.4% | +16.0% |
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