+411.8%
GE vs BG
+21.9%
+389.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.3% |
| 30D | +8.1% | -6.7% | +14.7% | +9.1% |
| 3M | -7.9% | -9.3% | +1.4% | -6.8% |
| 6M | +12.9% | -18.3% | +31.2% | +15.8% |
| YTD | +8.2% | +16.2% | -8.0% | +2.8% |
| 1Y | +9.7% | +7.6% | +2.1% | +5.8% |
| 3Y | +266.1% | +6.6% | +259.5% | +249.1% |
| All | +411.8% | +21.9% | +389.9% | +334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling