+438.8%
GS vs RUN
+68.6%
+370.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +5.9% | -13.5% | +19.4% | +7.5% |
| 30D | +4.3% | +18.3% | -14.0% | +1.8% |
| 3M | -11.7% | -12.5% | +0.8% | -10.9% |
| 6M | -3.2% | -40.3% | +37.1% | +1.6% |
| YTD | +5.8% | -53.1% | +58.9% | +12.3% |
| 1Y | +16.0% | -54.3% | +70.3% | +23.3% |
| 3Y | +199.8% | -6.5% | +206.3% | +151.9% |
| 5Y | +155.5% | -85.3% | +240.8% | +160.0% |
| All | +438.8% | +68.6% | +370.3% | +212.3% |
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