-19.9%
RUN vs GAP
-11.7%
-8.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -13.5% | -1.9% | -11.6% | -13.0% |
| 30D | +18.3% | -7.1% | +25.4% | +20.6% |
| 3M | -12.5% | +4.1% | -16.6% | -15.0% |
| 6M | -40.3% | +1.9% | -42.2% | -42.2% |
| YTD | -53.1% | -15.2% | -37.9% | -51.9% |
| 1Y | -54.3% | -10.6% | -43.6% | -54.1% |
| 3Y | -6.5% | +74.6% | -81.1% | -33.7% |
| 5Y | -85.3% | +3.7% | -88.9% | -88.3% |
| 10Y | +68.9% | +2.4% | +66.5% | +2.0% |
| All | -19.9% | -11.7% | -8.1% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling