-65.5%
RUN vs FGI
-68.3%
+2.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.7% | +3.9% |
| 7D | +3.2% | +6.9% | -3.7% | +3.0% |
| 30D | +19.5% | +3.9% | +15.6% | +19.3% |
| 3M | -9.6% | +74.3% | -83.9% | -13.1% |
| 6M | -37.3% | +28.9% | -66.3% | -39.3% |
| YTD | -50.7% | +39.1% | -89.8% | -53.8% |
| 1Y | -54.1% | +49.3% | -103.4% | -57.3% |
| 3Y | -3.9% | +5.7% | -9.7% | -12.8% |
| All | -65.5% | -68.3% | +2.8% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling