-4.6%
GS vs RUN
-24.0%
+19.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +12.3% | -18.6% | -8.1% |
| 7D | -6.3% | +30.0% | -36.4% | -10.7% |
| 30D | -3.1% | +27.0% | -30.2% | -7.4% |
| 3M | -17.7% | -5.9% | -11.7% | -16.7% |
| 6M | -4.6% | -26.7% | +22.1% | +2.0% |
| All | -4.6% | -24.0% | +19.5% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling