+2,765.1%
GE vs BP
+1,351.0%
+1,414.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.1% | -11.6% | +18.7% | +12.2% |
| 30D | +6.5% | 0.0% | +6.4% | +5.9% |
| 3M | -13.6% | +6.7% | -20.3% | -16.6% |
| 6M | +6.0% | +2.2% | +3.8% | +2.8% |
| YTD | +5.4% | +33.0% | -27.6% | -9.7% |
| 1Y | +6.5% | +30.7% | -24.3% | -8.4% |
| 3Y | +268.6% | +44.2% | +224.4% | +197.8% |
| 5Y | +389.0% | +105.1% | +283.9% | +229.9% |
| 10Y | +163.3% | +133.5% | +29.8% | +64.0% |
| All | +2,765.1% | +1,351.0% | +1,414.1% | +1,057.8% |
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