+152.0%
GE vs BP
+132.0%
+19.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.6% |
| 7D | -1.2% | +4.0% | -5.2% | -3.0% |
| 30D | -11.3% | +7.8% | -19.1% | -14.4% |
| 3M | -1.4% | +8.4% | -9.8% | -6.0% |
| 6M | +1.2% | +15.1% | -13.8% | -8.0% |
| YTD | +5.9% | +36.4% | -30.5% | -12.0% |
| 1Y | +18.4% | +40.9% | -22.5% | -3.8% |
| 3Y | +271.0% | +38.8% | +232.1% | +194.9% |
| 5Y | +417.9% | +141.1% | +276.8% | +185.3% |
| 10Y | +152.0% | +133.9% | +18.0% | +47.2% |
| All | +152.0% | +132.0% | +19.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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