+280.8%
GE vs BTG
+378.0%
-97.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +1.2% | +4.8% | -3.7% | +0.9% |
| 30D | -9.5% | +8.3% | -17.9% | -9.9% |
| 3M | +4.1% | +32.3% | -28.2% | +2.6% |
| 6M | +3.9% | +3.0% | +1.0% | +3.4% |
| YTD | +9.0% | +21.9% | -12.9% | +7.5% |
| 1Y | +21.9% | +28.2% | -6.2% | +19.7% |
| 3Y | +281.8% | +99.9% | +181.9% | +265.7% |
| 5Y | +436.7% | +73.6% | +363.2% | +414.9% |
| 10Y | +151.5% | +136.5% | +15.0% | +133.1% |
| All | +280.8% | +378.0% | -97.2% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling