+136.0%
GOOG vs RUN
-81.0%
+217.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | 0.0% | -3.7% | +3.8% | +0.4% |
| 30D | -2.0% | -13.0% | +11.1% | -0.9% |
| 3M | -5.9% | -31.8% | +25.9% | -3.0% |
| 6M | +8.9% | -32.2% | +41.1% | +11.8% |
| YTD | +7.1% | -53.5% | +60.6% | +12.0% |
| 1Y | +39.7% | -46.5% | +86.2% | +43.5% |
| 3Y | +145.8% | -37.6% | +183.5% | +120.2% |
| All | +136.0% | -81.0% | +217.0% | +134.2% |
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 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