+151.2%
GE vs RUN
+66.4%
+84.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -2.9% |
| 7D | +5.1% | -13.7% | +18.8% | +6.6% |
| 30D | +7.6% | +9.4% | -1.8% | +6.2% |
| 3M | -9.3% | -13.4% | +4.1% | -8.5% |
| 6M | +11.5% | -39.6% | +51.1% | +15.9% |
| YTD | +7.9% | -53.7% | +61.6% | +13.1% |
| 1Y | +7.6% | -56.2% | +63.8% | +13.3% |
| 3Y | +265.9% | -9.7% | +275.6% | +211.6% |
| 5Y | +405.9% | -85.5% | +491.4% | +412.2% |
| All | +151.2% | +66.4% | +84.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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