+2,883.5%
GE vs BTI
+6,053.4%
-3,169.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -11.6% | -6.6% | -5.0% | -10.1% |
| 3M | +3.0% | -3.0% | +6.0% | +3.3% |
| 6M | -0.5% | -6.7% | +6.2% | +0.6% |
| YTD | +9.7% | +0.6% | +9.2% | +8.8% |
| 1Y | +20.0% | +5.6% | +14.4% | +17.3% |
| 3Y | +275.8% | +110.3% | +165.5% | +204.4% |
| 5Y | +429.1% | +114.3% | +314.8% | +325.1% |
| 10Y | +151.2% | +67.7% | +83.5% | +109.3% |
| All | +2,883.5% | +6,053.4% | -3,169.8% | +1,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling