+199.0%
GS vs RUN
-12.5%
+211.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +1.2% |
| 7D | +1.6% | +0.3% | +1.2% | +1.4% |
| 30D | +1.7% | +14.0% | -12.3% | +0.3% |
| 3M | -11.6% | -11.8% | +0.2% | -11.2% |
| 6M | -1.9% | -40.4% | +38.5% | +1.1% |
| YTD | +5.1% | -52.7% | +57.7% | +9.0% |
| 1Y | +16.4% | -52.5% | +69.0% | +20.6% |
| 3Y | +199.0% | -7.7% | +206.7% | +164.3% |
| All | +199.0% | -12.5% | +211.4% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling