+533.0%
GS vs RUN
-31.9%
+564.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | +1.3% | -0.3% | +0.8% |
| 30D | -1.6% | -15.3% | +13.7% | 0.0% |
| 3M | -4.5% | -40.0% | +35.5% | +0.6% |
| 6M | +20.9% | -27.0% | +47.8% | +24.1% |
| YTD | +19.9% | -51.7% | +71.6% | +27.2% |
| 1Y | +41.4% | -45.9% | +87.3% | +47.0% |
| 3Y | +239.2% | -43.8% | +282.9% | +209.1% |
| 5Y | +185.0% | -80.5% | +265.5% | +177.1% |
| 10Y | +655.0% | +45.3% | +609.7% | +406.2% |
| All | +533.0% | -31.9% | +564.9% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling