+2,832.6%
GE vs BTI
+6,794.1%
-3,961.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +5.1% | -3.2% | +8.4% | +5.9% |
| 30D | +7.6% | +9.7% | -2.1% | +5.0% |
| 3M | -9.3% | +11.1% | -20.4% | -11.9% |
| 6M | +11.5% | -1.2% | +12.7% | +11.1% |
| YTD | +7.9% | +12.7% | -4.8% | +3.7% |
| 1Y | +7.6% | +15.8% | -8.2% | +2.7% |
| 3Y | +265.9% | +148.9% | +117.0% | +183.4% |
| 5Y | +405.9% | +151.9% | +254.0% | +289.6% |
| 10Y | +149.6% | +124.2% | +25.4% | +94.3% |
| All | +2,832.6% | +6,794.1% | -3,961.5% | +1,175.0% |
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