-81.4%
RUN vs GFI
+524.1%
-605.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.7% | -4.9% | +1.1% | -2.4% |
| 30D | -13.0% | +10.7% | -23.7% | -15.5% |
| 3M | -31.8% | +25.6% | -57.4% | -36.6% |
| 6M | -32.2% | -8.3% | -24.0% | -31.8% |
| YTD | -53.5% | +6.3% | -59.8% | -55.2% |
| 1Y | -46.5% | +22.1% | -68.6% | -50.8% |
| 3Y | -37.6% | +289.2% | -326.8% | -60.0% |
| All | -81.4% | +524.1% | -605.5% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling