+8.9%
GE vs BP
+28.1%
-19.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.4% | -6.3% | +11.7% | +3.1% |
| 30D | +9.6% | -3.6% | +13.3% | +8.4% |
| 3M | -7.7% | +5.2% | -13.0% | -5.9% |
| 6M | +14.0% | +5.3% | +8.7% | +16.8% |
| YTD | +10.2% | +33.1% | -23.0% | +8.2% |
| 1Y | +8.9% | +26.3% | -17.4% | +7.5% |
| All | +8.9% | +28.1% | -19.2% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling