+41.5%
RUN vs GAP
+27.6%
+13.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | -3.4% | -6.3% | +3.0% | -1.0% |
| 30D | -14.0% | -0.2% | -13.7% | -14.4% |
| 3M | -27.5% | 0.0% | -27.5% | -28.1% |
| 6M | -29.0% | -8.1% | -20.9% | -28.4% |
| YTD | -53.1% | -16.5% | -36.6% | -51.1% |
| 1Y | -46.7% | -10.5% | -36.3% | -46.4% |
| 3Y | -38.3% | +104.0% | -142.3% | -59.2% |
| 5Y | -80.7% | +6.8% | -87.5% | -85.0% |
| All | +41.5% | +27.6% | +13.9% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling