-6.5%
RUN vs GGLL
+166.5%
-173.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -13.5% | +7.7% | -21.2% | -15.0% |
| 30D | +18.3% | -30.2% | +48.5% | +27.0% |
| 3M | -12.5% | -31.3% | +18.8% | -5.9% |
| 6M | -40.3% | -52.1% | +11.8% | -30.5% |
| YTD | -53.1% | -25.9% | -27.2% | -51.9% |
| 1Y | -54.3% | -8.5% | -45.8% | -55.7% |
| 3Y | -6.5% | +165.5% | -172.0% | -29.8% |
| All | -6.5% | +166.5% | -173.0% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling