+2,883.5%
GE vs BP
+1,327.5%
+1,556.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.6% | +3.9% | -5.5% | -3.2% |
| 30D | -11.6% | +7.6% | -19.2% | -14.4% |
| 3M | +3.0% | +0.7% | +2.3% | +1.6% |
| 6M | -0.5% | +15.5% | -16.0% | -8.6% |
| YTD | +9.7% | +30.8% | -21.1% | -4.6% |
| 1Y | +20.0% | +34.3% | -14.3% | +2.8% |
| 3Y | +275.8% | +35.1% | +240.8% | +213.7% |
| 5Y | +429.1% | +126.8% | +302.2% | +244.0% |
| 10Y | +151.2% | +123.4% | +27.8% | +60.1% |
| All | +2,883.5% | +1,327.5% | +1,556.0% | +1,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling