+410.1%
GE vs BKR
+174.4%
+235.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | +1.3% |
| 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% | +3.0% |
| 6M | -0.6% | +0.8% | -1.4% | -1.8% |
| YTD | +5.5% | +31.8% | -26.3% | -3.9% |
| 1Y | +15.0% | +28.6% | -13.6% | +5.1% |
| 3Y | +269.5% | +71.2% | +198.3% | +207.6% |
| All | +410.1% | +174.4% | +235.7% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling