+417.9%
GE vs BTI
+113.9%
+304.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -11.3% | -4.8% | -6.5% | -10.2% |
| 3M | -1.4% | -8.1% | +6.7% | +0.3% |
| 6M | +1.2% | -4.2% | +5.4% | +1.3% |
| YTD | +5.9% | -1.3% | +7.2% | +5.1% |
| 1Y | +18.4% | +2.1% | +16.3% | +16.1% |
| 3Y | +271.0% | +108.9% | +162.1% | +181.9% |
| 5Y | +417.9% | +114.5% | +303.5% | +273.9% |
| All | +417.9% | +113.9% | +304.0% | +273.9% |
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