+206.4%
GE vs RUN
-33.9%
+240.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.7% | -13.5% | +16.2% | +3.9% |
| 30D | +8.1% | +18.3% | -10.2% | +6.1% |
| 3M | -7.9% | -12.5% | +4.6% | -7.2% |
| 6M | +12.9% | -40.3% | +53.2% | +17.2% |
| YTD | +8.2% | -53.1% | +61.3% | +13.0% |
| 1Y | +9.7% | -54.3% | +63.9% | +14.7% |
| 3Y | +266.1% | -6.5% | +272.6% | +216.4% |
| 5Y | +407.4% | -85.3% | +492.7% | +408.6% |
| 10Y | +150.3% | +68.9% | +81.4% | +78.9% |
| All | +206.4% | -33.9% | +240.4% | +123.2% |
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