-53.9%
RUN vs GFI
+6.9%
-60.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.1% | -0.9% |
| 7D | +18.5% | +1.4% | +17.0% | +17.7% |
| 30D | +15.5% | +3.0% | +12.5% | +14.0% |
| 3M | -20.3% | +10.2% | -30.5% | -23.4% |
| 6M | -30.8% | -10.1% | -20.7% | -29.6% |
| YTD | -52.2% | -11.4% | -40.8% | -52.4% |
| 1Y | -53.9% | +8.4% | -62.3% | -58.9% |
| All | -53.9% | +6.9% | -60.8% | -58.9% |
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