-51.1%
RUN vs FGI
+46.9%
-98.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +33.4% | -7.0% | +40.4% | +33.7% |
| 30D | +31.1% | -4.2% | +35.4% | +31.2% |
| 3M | +6.4% | +55.6% | -49.2% | +2.8% |
| 6M | -22.2% | -3.2% | -19.1% | -23.3% |
| YTD | -45.8% | +29.1% | -74.9% | -51.6% |
| 1Y | -51.1% | +51.0% | -102.1% | -57.8% |
| All | -51.1% | +46.9% | -98.0% | -57.8% |
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