+427.6%
GS vs RUN
-23.6%
+451.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -3.2% | +33.4% | -36.6% | -6.5% |
| 30D | -2.4% | +31.1% | -33.6% | -5.6% |
| 3M | -15.7% | +6.4% | -22.1% | -16.8% |
| 6M | -6.8% | -22.2% | +15.4% | -5.1% |
| YTD | -0.1% | -45.8% | +45.7% | +4.3% |
| 1Y | +12.1% | -51.1% | +63.2% | +17.7% |
| 3Y | +185.8% | -3.0% | +188.8% | +143.7% |
| 5Y | +140.1% | -82.2% | +222.3% | +137.1% |
| 10Y | +505.2% | +111.9% | +393.4% | +292.4% |
| All | +427.6% | -23.6% | +451.2% | +256.0% |
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 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