+205.6%
GE vs RUN
-34.8%
+240.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -2.9% |
| 7D | +5.1% | -13.7% | +18.8% | +6.5% |
| 30D | +7.6% | +9.4% | -1.8% | +6.3% |
| 3M | -9.3% | -13.4% | +4.1% | -8.6% |
| 6M | +11.5% | -39.6% | +51.1% | +15.7% |
| YTD | +7.9% | -53.7% | +61.6% | +12.8% |
| 1Y | +7.6% | -56.2% | +63.8% | +13.0% |
| 3Y | +265.9% | -9.7% | +275.6% | +217.4% |
| 5Y | +405.9% | -85.5% | +491.4% | +407.7% |
| 10Y | +149.6% | +66.7% | +82.9% | +78.6% |
| All | +205.6% | -34.8% | +240.3% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling