-53.9%
RUN vs GPC
+6.5%
-60.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +18.5% | +4.1% | +14.3% | +17.3% |
| 30D | +15.5% | +0.1% | +15.4% | +15.2% |
| 3M | -20.3% | -3.9% | -16.4% | -19.7% |
| 6M | -30.8% | +24.4% | -55.2% | -35.9% |
| YTD | -52.2% | +5.7% | -57.9% | -58.6% |
| 1Y | -53.9% | +6.8% | -60.6% | -60.5% |
| All | -53.9% | +6.5% | -60.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling