+158.6%
GE vs BB
+31.7%
+126.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.0% |
| 7D | +4.0% | +7.3% | -3.3% | +2.9% |
| 30D | +11.1% | +11.2% | -0.2% | +8.8% |
| 3M | -6.7% | +4.7% | -11.4% | -8.2% |
| 6M | +14.3% | +51.1% | -36.9% | +4.5% |
| YTD | +11.7% | +148.0% | -136.3% | -6.5% |
| 1Y | +10.9% | +106.1% | -95.2% | -4.6% |
| 3Y | +279.0% | +158.2% | +120.8% | +199.0% |
| 5Y | +427.0% | -10.8% | +437.8% | +377.4% |
| 10Y | +158.6% | +29.3% | +129.3% | +73.7% |
| All | +158.6% | +31.7% | +126.9% | +73.7% |
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