+147.5%
GE vs BTG
+159.3%
-11.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.0% | -3.8% | -0.2% | -3.8% |
| 30D | -11.4% | +3.6% | -15.0% | -11.6% |
| 3M | -2.6% | +32.0% | -34.6% | -4.1% |
| 6M | -0.3% | +3.4% | -3.7% | -1.0% |
| YTD | +5.4% | +20.8% | -15.4% | +3.8% |
| 1Y | +15.5% | +22.4% | -6.9% | +13.6% |
| 3Y | +260.8% | +91.7% | +169.1% | +246.4% |
| 5Y | +421.6% | +79.0% | +342.7% | +402.2% |
| All | +147.5% | +159.3% | -11.8% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling