-45.9%
RUN vs FGI
+81.8%
-127.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.6% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | -15.3% | +65.4% | -80.7% | -17.1% |
| 3M | -40.0% | +23.5% | -63.5% | -41.0% |
| 6M | -27.0% | +60.5% | -87.5% | -30.8% |
| YTD | -51.7% | +30.0% | -81.7% | -53.9% |
| 1Y | -45.9% | +82.1% | -128.0% | -47.5% |
| All | -45.9% | +81.8% | -127.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling