+266.1%
GE vs BTDR
+41.1%
+225.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +8.9% | +0.8% |
| 7D | +2.7% | -6.9% | +9.6% | +3.0% |
| 30D | +8.1% | -31.5% | +39.6% | +10.2% |
| 3M | -7.9% | -36.1% | +28.2% | -6.1% |
| 6M | +12.9% | -57.6% | +70.5% | +16.8% |
| YTD | +8.2% | -50.0% | +58.2% | +10.0% |
| 1Y | +9.7% | -49.6% | +59.3% | +11.3% |
| 3Y | +266.1% | +48.5% | +217.6% | +246.9% |
| All | +266.1% | +41.1% | +225.1% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling