-45.9%
RUN vs GFI
+45.3%
-91.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | +1.3% | +3.1% | -1.9% | +0.2% |
| 30D | -15.3% | +27.1% | -42.4% | -21.3% |
| 3M | -40.0% | +21.2% | -61.2% | -43.8% |
| 6M | -27.0% | -4.5% | -22.4% | -27.0% |
| YTD | -51.7% | +11.7% | -63.4% | -53.8% |
| 1Y | -45.9% | +46.0% | -91.9% | -52.9% |
| All | -45.9% | +45.3% | -91.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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