+147.8%
GE vs BTI
+72.6%
+75.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -2.8% | -2.0% | -0.8% | -2.0% |
| 30D | -11.9% | -3.4% | -8.5% | -10.8% |
| 3M | +1.8% | -9.0% | +10.8% | +4.9% |
| 6M | -0.6% | -5.0% | +4.4% | +0.2% |
| YTD | +5.5% | -0.3% | +5.9% | +4.1% |
| 1Y | +15.0% | +3.1% | +11.8% | +11.5% |
| 3Y | +269.5% | +111.0% | +158.6% | +157.4% |
| 5Y | +422.4% | +117.0% | +305.4% | +254.6% |
| All | +147.8% | +72.6% | +75.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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