+48.2%
GSK vs RUN
-81.3%
+129.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | -5.4% | -3.4% | -2.0% | -5.3% |
| 30D | -4.6% | -14.0% | +9.4% | -4.3% |
| 3M | -5.1% | -27.5% | +22.4% | -4.5% |
| 6M | -11.4% | -29.0% | +17.5% | -10.9% |
| YTD | +0.7% | -53.1% | +53.8% | +1.9% |
| 1Y | +23.0% | -46.7% | +69.8% | +23.9% |
| 3Y | +48.0% | -38.3% | +86.3% | +44.8% |
| 5Y | +48.2% | -80.7% | +128.9% | +49.7% |
| All | +48.2% | -81.3% | +129.5% | +49.7% |
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