-67.6%
RUN vs FGI
-66.3%
-1.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.2% | -6.3% |
| 7D | -13.7% | +13.5% | -27.2% | -14.0% |
| 30D | +9.4% | +17.1% | -7.7% | +8.8% |
| 3M | -13.4% | +78.0% | -91.4% | -16.8% |
| 6M | -39.6% | +46.4% | -86.0% | -41.7% |
| YTD | -53.7% | +47.7% | -101.4% | -56.7% |
| 1Y | -56.2% | +56.8% | -113.0% | -59.3% |
| 3Y | -9.7% | +12.3% | -22.0% | -18.3% |
| All | -67.6% | -66.3% | -1.3% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling