+261.3%
GE vs BKR
+69.4%
+191.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +1.4% |
| 7D | -2.8% | -6.7% | +3.9% | -1.1% |
| 30D | -11.9% | -8.3% | -3.6% | -10.0% |
| 3M | +1.8% | -5.4% | +7.2% | +3.1% |
| 6M | -0.6% | +0.8% | -1.4% | -2.0% |
| YTD | +5.5% | +31.8% | -26.3% | -5.2% |
| 1Y | +15.0% | +28.6% | -13.6% | +3.7% |
| All | +261.3% | +69.4% | +191.9% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling