+8.9%
GE vs BKR
+5.7%
+3.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.3% | +3.0% |
| 7D | +9.4% | -8.8% | +18.2% | +9.8% |
| 30D | +7.5% | -13.1% | +20.6% | +8.3% |
| 3M | -12.5% | -18.9% | +6.4% | -11.5% |
| 6M | +17.8% | -27.2% | +45.0% | +21.1% |
| YTD | +7.4% | +10.7% | -3.3% | +3.9% |
| 1Y | +8.9% | +9.7% | -0.8% | +4.0% |
| All | +8.9% | +5.7% | +3.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling