+158.6%
GE vs BP
+133.4%
+25.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +4.0% | -0.8% | +4.8% | +4.4% |
| 30D | +11.1% | -3.1% | +14.2% | +12.0% |
| 3M | -6.7% | +6.2% | -12.9% | -10.2% |
| 6M | +14.3% | +4.8% | +9.5% | +9.2% |
| YTD | +11.7% | +35.2% | -23.4% | -7.7% |
| 1Y | +10.9% | +27.4% | -16.5% | -5.9% |
| 3Y | +279.0% | +49.8% | +229.2% | +187.2% |
| 5Y | +427.0% | +109.4% | +317.6% | +212.3% |
| 10Y | +158.6% | +135.7% | +22.9% | +52.5% |
| All | +158.6% | +133.4% | +25.2% | +52.5% |
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