-19.1%
RUN vs GPC
+94.7%
-113.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.7% | -9.8% | -10.1% |
| 7D | +0.3% | +0.4% | 0.0% | 0.0% |
| 30D | +14.0% | -1.8% | +15.8% | +14.7% |
| 3M | -11.8% | -6.6% | -5.2% | -8.5% |
| 6M | -40.4% | +21.3% | -61.7% | -48.5% |
| YTD | -52.7% | +4.3% | -56.9% | -56.0% |
| 1Y | -52.5% | +3.3% | -55.8% | -55.6% |
| 3Y | -7.7% | +0.8% | -8.5% | -18.0% |
| 5Y | -83.9% | +7.4% | -91.3% | -85.7% |
| 10Y | +84.9% | +79.2% | +5.7% | +10.7% |
| All | -19.1% | +94.7% | -113.8% | -52.1% |
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 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