+147.5%
GE vs BBY
+252.7%
-105.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -1.0% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -11.4% | +9.4% | -20.8% | -13.9% |
| 3M | -2.6% | +19.3% | -21.9% | -8.0% |
| 6M | -0.3% | +47.9% | -48.3% | -12.4% |
| YTD | +5.4% | +39.6% | -34.2% | -6.2% |
| 1Y | +15.5% | +22.2% | -6.6% | +6.7% |
| 3Y | +260.8% | +45.0% | +215.8% | +200.3% |
| 5Y | +421.6% | +2.6% | +419.1% | +370.5% |
| All | +147.5% | +252.7% | -105.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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