+390.5%
GE vs BP
+103.6%
+286.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +7.1% | -11.6% | +18.7% | +9.4% |
| 30D | +6.5% | 0.0% | +6.4% | +6.1% |
| 3M | -13.6% | +6.7% | -20.3% | -15.3% |
| 6M | +6.0% | +2.2% | +3.8% | +4.5% |
| YTD | +5.4% | +33.0% | -27.6% | -5.5% |
| 1Y | +6.5% | +30.7% | -24.3% | -4.2% |
| 3Y | +268.6% | +44.2% | +224.4% | +216.0% |
| All | +390.5% | +103.6% | +286.9% | +240.6% |
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