+203.5%
GE vs BG
+1,131.5%
-928.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.5% |
| 30D | -11.6% | +12.0% | -23.6% | -14.7% |
| 3M | +3.0% | -7.7% | +10.7% | +4.8% |
| 6M | -0.5% | +4.5% | -5.0% | -3.1% |
| YTD | +9.7% | +35.7% | -25.9% | -1.5% |
| 1Y | +20.0% | +50.1% | -30.0% | +3.6% |
| 3Y | +275.8% | +12.6% | +263.2% | +247.0% |
| 5Y | +429.1% | +75.4% | +353.7% | +315.1% |
| 10Y | +151.2% | +150.5% | +0.7% | +68.3% |
| All | +203.5% | +1,131.5% | -928.0% | +51.1% |
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