+45.2%
RUN vs GPC
+83.6%
-38.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -5.1% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -10.8% | +1.3% | -12.1% | -11.6% |
| 3M | -30.2% | +37.1% | -67.3% | -44.0% |
| 6M | -22.3% | +23.2% | -45.5% | -33.7% |
| YTD | -52.2% | +13.1% | -65.3% | -57.7% |
| 1Y | -45.1% | +0.9% | -46.0% | -47.7% |
| 3Y | -37.1% | -0.8% | -36.3% | -42.7% |
| 5Y | -80.3% | +31.1% | -111.4% | -84.8% |
| 10Y | +45.2% | +87.4% | -42.2% | -15.1% |
| All | +45.2% | +83.6% | -38.4% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling