+411.8%
GE vs RUN
-85.3%
+497.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.7% | -13.5% | +16.2% | +3.7% |
| 30D | +8.1% | +18.3% | -10.2% | +6.4% |
| 3M | -7.9% | -12.5% | +4.6% | -7.3% |
| 6M | +12.9% | -40.3% | +53.2% | +16.4% |
| YTD | +8.2% | -53.1% | +61.3% | +12.0% |
| 1Y | +9.7% | -54.3% | +63.9% | +13.7% |
| 3Y | +266.1% | -6.5% | +272.6% | +219.7% |
| All | +411.8% | -85.3% | +497.0% | +434.4% |
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