-72.7%
RUN vs GGLL
+188.6%
-261.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +33.4% | +3.1% | +30.3% | +32.0% |
| 30D | +31.1% | -36.3% | +67.5% | +46.6% |
| 3M | +6.4% | -40.4% | +46.8% | +20.6% |
| 6M | -22.2% | -54.6% | +32.4% | -5.4% |
| YTD | -45.8% | -31.1% | -14.6% | -43.1% |
| 1Y | -51.1% | -19.2% | -31.9% | -51.5% |
| 3Y | -3.0% | +151.5% | -154.5% | -41.8% |
| All | -72.7% | +188.6% | -261.3% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling