-80.3%
RUN vs GAP
+6.6%
-86.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -2.7% |
| 7D | -1.8% | -3.2% | +1.4% | -0.5% |
| 30D | -10.8% | -0.7% | -10.1% | -11.2% |
| 3M | -30.2% | -0.5% | -29.7% | -30.7% |
| 6M | -22.3% | -5.0% | -17.3% | -22.8% |
| YTD | -52.2% | -14.7% | -37.5% | -50.4% |
| 1Y | -45.1% | -8.6% | -36.5% | -45.4% |
| 3Y | -37.1% | +108.4% | -145.5% | -64.4% |
| 5Y | -80.3% | +5.8% | -86.1% | -88.2% |
| All | -80.3% | +6.6% | -86.9% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling