+99.1%
GSK vs RUN
-33.9%
+133.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.1% | -13.5% | +14.7% | +1.6% |
| 30D | +6.3% | +18.3% | -12.0% | +5.6% |
| 3M | +1.8% | -12.5% | +14.3% | +2.1% |
| 6M | +1.7% | -40.3% | +42.0% | +3.1% |
| YTD | +6.5% | -53.1% | +59.6% | +8.3% |
| 1Y | +9.5% | -54.3% | +63.8% | +11.3% |
| 3Y | +65.3% | -6.5% | +71.8% | +57.0% |
| 5Y | +43.7% | -85.3% | +129.0% | +44.1% |
| 10Y | +104.1% | +68.9% | +35.2% | +72.9% |
| All | +99.1% | -33.9% | +133.0% | +71.4% |
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