+139.3%
GS vs RUN
-82.6%
+221.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -3.2% | +33.4% | -36.6% | -5.9% |
| 30D | -2.4% | +31.1% | -33.6% | -5.1% |
| 3M | -15.7% | +6.4% | -22.1% | -16.6% |
| 6M | -6.8% | -22.2% | +15.4% | -5.4% |
| YTD | -0.1% | -45.8% | +45.7% | +3.5% |
| 1Y | +12.1% | -51.1% | +63.2% | +16.7% |
| 3Y | +185.8% | -3.0% | +188.8% | +149.6% |
| All | +139.3% | -82.6% | +221.9% | +139.1% |
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