+12.9%
GE vs BTI
-0.7%
+13.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.4% |
| 7D | +2.7% | +1.6% | +1.0% | +2.8% |
| 30D | +8.1% | +9.2% | -1.2% | +9.3% |
| 3M | -7.9% | +9.6% | -17.5% | -6.6% |
| 6M | +12.9% | -2.4% | +15.3% | +13.1% |
| All | +12.9% | -0.7% | +13.6% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling