+152.0%
GE vs BB
+2.1%
+149.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -1.2% | +1.8% | -3.1% | -1.5% |
| 30D | -11.3% | -12.2% | +1.0% | -9.6% |
| 3M | -1.4% | -12.3% | +10.9% | -0.5% |
| 6M | +1.2% | +122.7% | -121.5% | -13.2% |
| YTD | +5.9% | +104.5% | -98.6% | -8.0% |
| 1Y | +18.4% | +106.7% | -88.3% | +2.0% |
| 3Y | +271.0% | +70.0% | +201.0% | +214.3% |
| 5Y | +417.9% | -27.8% | +445.7% | +386.3% |
| 10Y | +152.0% | +2.4% | +149.6% | +71.7% |
| All | +152.0% | +2.1% | +149.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling