+132.5%
GOOGL vs RUN
-80.3%
+212.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.9% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -7.5% | -10.8% | +3.4% | -6.6% |
| 3M | -9.2% | -30.2% | +21.0% | -6.7% |
| 6M | +8.1% | -22.3% | +30.4% | +9.7% |
| YTD | +5.8% | -52.2% | +58.0% | +10.4% |
| 1Y | +38.3% | -45.1% | +83.4% | +41.8% |
| 3Y | +144.8% | -37.1% | +181.9% | +119.9% |
| 5Y | +132.5% | -80.3% | +212.8% | +128.9% |
| All | +132.5% | -80.3% | +212.8% | +128.9% |
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 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