+75.8%
GILD vs RUN
-34.5%
+110.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.7% |
| 30D | +5.8% | -13.0% | +18.8% | +6.3% |
| 3M | +14.9% | -31.8% | +46.7% | +16.4% |
| 6M | -0.4% | -32.2% | +31.9% | +0.7% |
| YTD | +18.5% | -53.5% | +72.0% | +20.8% |
| 1Y | +25.1% | -46.5% | +71.7% | +26.5% |
| 3Y | +105.9% | -37.6% | +143.5% | +97.0% |
| 5Y | +143.0% | -80.9% | +223.8% | +139.3% |
| 10Y | +162.4% | +41.3% | +121.1% | +114.2% |
| All | +75.8% | -34.5% | +110.3% | +48.8% |
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