+199.1%
GE vs BG
+954.5%
-755.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | +8.1% | -6.7% | +14.7% | +10.1% |
| 3M | -7.9% | -9.3% | +1.4% | -5.8% |
| 6M | +12.9% | -18.3% | +31.2% | +18.3% |
| YTD | +8.2% | +16.2% | -8.0% | +1.1% |
| 1Y | +9.7% | +7.6% | +2.1% | +4.8% |
| 3Y | +266.1% | +6.6% | +259.5% | +241.7% |
| 5Y | +407.4% | +22.2% | +385.2% | +343.5% |
| 10Y | +150.3% | +112.0% | +38.3% | +75.9% |
| All | +199.1% | +954.5% | -755.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling