+436.7%
GE vs BP
+131.3%
+305.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +1.2% | +0.9% | +0.2% | +0.9% |
| 30D | -9.5% | +9.1% | -18.6% | -11.3% |
| 3M | +4.1% | +3.9% | +0.2% | +2.9% |
| 6M | +3.9% | +13.6% | -9.7% | -1.3% |
| YTD | +9.0% | +34.0% | -25.0% | -2.1% |
| 1Y | +21.9% | +39.2% | -17.2% | +7.8% |
| 3Y | +281.8% | +36.4% | +245.4% | +234.8% |
| 5Y | +436.7% | +135.8% | +300.9% | +244.5% |
| All | +436.7% | +131.3% | +305.5% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling