+147.5%
GE vs RUN
+42.2%
+105.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -4.0% | -3.7% | -0.3% | -3.6% |
| 30D | -11.4% | -13.0% | +1.6% | -10.3% |
| 3M | -2.6% | -31.8% | +29.2% | +0.6% |
| 6M | -0.3% | -32.2% | +31.9% | +2.6% |
| YTD | +5.4% | -53.5% | +58.8% | +10.9% |
| 1Y | +15.5% | -46.5% | +62.1% | +19.1% |
| 3Y | +260.8% | -37.6% | +298.4% | +222.3% |
| 5Y | +421.6% | -80.9% | +502.5% | +406.4% |
| All | +147.5% | +42.2% | +105.3% | +60.7% |
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