+281.8%
GE vs RUN
-35.6%
+317.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.8% |
| 7D | +1.2% | +10.2% | -9.0% | +0.7% |
| 30D | -9.5% | -9.6% | +0.1% | -9.1% |
| 3M | +4.1% | -31.5% | +35.6% | +5.8% |
| 6M | +3.9% | -18.7% | +22.6% | +4.7% |
| YTD | +9.0% | -49.9% | +58.9% | +11.2% |
| 1Y | +21.9% | -45.5% | +67.4% | +23.7% |
| 3Y | +281.8% | -34.1% | +315.9% | +276.0% |
| All | +281.8% | -35.6% | +317.4% | +276.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling