+2,874.1%
GE vs BP
+1,352.9%
+1,521.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +6.3% | -6.9% | +13.1% | +9.2% |
| 30D | +8.9% | -3.6% | +12.5% | +9.9% |
| 3M | -9.2% | +8.4% | -17.6% | -13.0% |
| 6M | +13.2% | +5.3% | +7.9% | +8.5% |
| YTD | +9.4% | +33.2% | -23.8% | -6.3% |
| 1Y | +9.8% | +28.2% | -18.4% | -4.7% |
| 3Y | +278.2% | +49.2% | +228.9% | +201.3% |
| 5Y | +396.0% | +102.9% | +293.2% | +236.2% |
| 10Y | +162.4% | +127.7% | +34.7% | +64.9% |
| All | +2,874.1% | +1,352.9% | +1,521.2% | +1,101.2% |
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