+95.2%
GSK vs RUN
-31.9%
+127.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | -2.2% | -15.3% | +13.1% | -1.7% |
| 3M | -1.8% | -40.0% | +38.2% | -0.2% |
| 6M | -10.6% | -27.0% | +16.3% | -10.0% |
| YTD | +4.4% | -51.7% | +56.1% | +6.2% |
| 1Y | +30.4% | -45.9% | +76.3% | +31.6% |
| 3Y | +60.1% | -43.8% | +103.8% | +55.1% |
| 5Y | +46.8% | -80.5% | +127.3% | +45.2% |
| 10Y | +79.2% | +45.3% | +34.0% | +52.7% |
| All | +95.2% | -31.9% | +127.1% | +68.2% |
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 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