+65.3%
GSK vs RUN
-7.3%
+72.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.1% | -13.5% | +14.7% | +1.5% |
| 30D | +6.3% | +18.3% | -12.0% | +5.8% |
| 3M | +1.8% | -12.5% | +14.3% | +2.0% |
| 6M | +1.7% | -40.3% | +42.0% | +2.7% |
| YTD | +6.5% | -53.1% | +59.6% | +7.7% |
| 1Y | +9.5% | -54.3% | +63.8% | +10.7% |
| 3Y | +65.3% | -6.5% | +71.8% | +60.6% |
| All | +65.3% | -7.3% | +72.6% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling