-17.5%
RUN vs GPC
+115.6%
-133.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.6% |
| 30D | -15.3% | +6.0% | -21.2% | -18.2% |
| 3M | -40.0% | +42.6% | -82.6% | -52.9% |
| 6M | -27.0% | +22.8% | -49.7% | -37.2% |
| YTD | -51.7% | +15.5% | -67.1% | -57.6% |
| 1Y | -45.9% | +2.0% | -47.9% | -48.7% |
| 3Y | -43.8% | -1.4% | -42.3% | -48.2% |
| 5Y | -80.5% | +30.6% | -111.1% | -84.7% |
| 10Y | +45.3% | +80.6% | -35.3% | -15.1% |
| All | -17.5% | +115.6% | -133.0% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling