+427.0%
GE vs BTI
+154.4%
+272.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +4.0% | -3.0% | +7.1% | +4.8% |
| 30D | +11.1% | +9.8% | +1.3% | +8.5% |
| 3M | -6.7% | +9.2% | -15.9% | -8.9% |
| 6M | +14.3% | +4.0% | +10.2% | +12.3% |
| YTD | +11.7% | +12.7% | -0.9% | +7.1% |
| 1Y | +10.9% | +15.9% | -5.0% | +5.4% |
| 3Y | +279.0% | +148.9% | +130.1% | +174.3% |
| 5Y | +427.0% | +152.8% | +274.2% | +244.6% |
| All | +427.0% | +154.4% | +272.6% | +244.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling