+203.8%
GE vs BR
+1,481.8%
-1,278.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.2% |
| 30D | +8.1% | +14.4% | -6.3% | +1.1% |
| 3M | -7.9% | +12.4% | -20.3% | -13.5% |
| 6M | +12.9% | +35.4% | -22.5% | -4.2% |
| YTD | +8.2% | -12.2% | +20.3% | +12.1% |
| 1Y | +9.7% | -12.7% | +22.4% | +14.0% |
| 3Y | +266.1% | +14.3% | +251.8% | +228.2% |
| 5Y | +407.4% | +19.3% | +388.1% | +337.8% |
| 10Y | +150.3% | +278.1% | -127.8% | +16.1% |
| All | +203.8% | +1,481.8% | -1,278.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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