+417.9%
GE vs RUN
-80.3%
+498.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -2.5% |
| 7D | -1.2% | -1.8% | +0.5% | -1.1% |
| 30D | -11.3% | -10.8% | -0.4% | -10.6% |
| 3M | -1.4% | -30.2% | +28.8% | +0.9% |
| 6M | +1.2% | -22.3% | +23.5% | +2.5% |
| YTD | +5.9% | -52.2% | +58.1% | +9.8% |
| 1Y | +18.4% | -45.1% | +63.5% | +21.0% |
| 3Y | +271.0% | -37.1% | +308.1% | +241.2% |
| 5Y | +417.9% | -80.3% | +498.2% | +397.1% |
| All | +417.9% | -80.3% | +498.2% | +397.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling