-74.8%
RUN vs GGLL
+328.4%
-403.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.2% | +1.9% | +8.3% | +9.5% |
| 30D | -9.6% | -9.7% | +0.1% | -7.0% |
| 3M | -31.5% | -18.0% | -13.5% | -28.2% |
| 6M | -18.7% | +15.3% | -33.9% | -24.2% |
| YTD | -49.9% | +2.2% | -52.1% | -52.1% |
| 1Y | -45.5% | +73.1% | -118.6% | -56.0% |
| 3Y | -34.1% | +242.7% | -276.8% | -62.6% |
| All | -74.8% | +328.4% | -403.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling