+147.5%
GE vs BKR
+125.3%
+22.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.0% | -7.0% | +3.0% | -1.3% |
| 30D | -11.4% | -8.1% | -3.3% | -8.5% |
| 3M | -2.6% | -6.6% | +4.0% | -0.6% |
| 6M | -0.3% | +0.9% | -1.2% | -2.4% |
| YTD | +5.4% | +31.1% | -25.7% | -8.0% |
| 1Y | +15.5% | +27.7% | -12.2% | +1.4% |
| 3Y | +260.8% | +71.2% | +189.5% | +171.6% |
| 5Y | +421.6% | +177.6% | +244.0% | +194.0% |
| All | +147.5% | +125.3% | +22.2% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling