+16.6%
GS vs RUN
-50.6%
+67.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.2% |
| 7D | -0.1% | +3.2% | -3.3% | -1.1% |
| 30D | +3.7% | +19.5% | -15.8% | -0.4% |
| 3M | -10.0% | -9.6% | -0.4% | -9.2% |
| 6M | -1.0% | -37.3% | +36.3% | +6.0% |
| YTD | +7.0% | -50.7% | +57.7% | +17.1% |
| 1Y | +16.6% | -54.1% | +70.7% | +29.5% |
| All | +16.6% | -50.6% | +67.2% | +29.5% |
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