-7.3%
RUN vs GPC
+91.7%
-99.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.9% |
| 7D | +33.4% | +1.6% | +31.9% | +32.1% |
| 30D | +31.1% | -2.1% | +33.2% | +32.1% |
| 3M | +6.4% | -6.8% | +13.2% | +10.6% |
| 6M | -22.2% | +18.6% | -40.8% | -31.9% |
| YTD | -45.8% | +2.7% | -48.4% | -49.2% |
| 1Y | -51.1% | +1.8% | -52.9% | -54.0% |
| 3Y | -3.0% | +1.1% | -4.1% | -14.2% |
| 5Y | -82.2% | +4.1% | -86.3% | -84.0% |
| 10Y | +111.9% | +88.2% | +23.7% | +25.3% |
| All | -7.3% | +91.7% | -99.1% | -44.6% |
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