-37.6%
RUN vs GFI
+287.6%
-325.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -3.7% | -4.9% | +1.1% | -2.2% |
| 30D | -13.0% | +10.7% | -23.7% | -16.0% |
| 3M | -31.8% | +25.6% | -57.4% | -37.5% |
| 6M | -32.2% | -8.3% | -24.0% | -31.7% |
| YTD | -53.5% | +6.3% | -59.8% | -55.7% |
| 1Y | -46.5% | +22.1% | -68.6% | -52.0% |
| 3Y | -37.6% | +289.2% | -326.8% | -72.4% |
| All | -37.6% | +287.6% | -325.2% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling