-53.9%
RUN vs GAP
+10.4%
-64.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | -0.6% |
| 7D | +18.5% | +8.0% | +10.5% | +16.2% |
| 30D | +15.5% | +2.7% | +12.8% | +14.6% |
| 3M | -20.3% | +16.0% | -36.3% | -23.8% |
| 6M | -30.8% | +2.0% | -32.8% | -32.9% |
| YTD | -52.2% | -4.4% | -47.8% | -51.6% |
| 1Y | -53.9% | +9.2% | -63.1% | -55.6% |
| All | -53.9% | +10.4% | -64.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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