+214.3%
GE vs BTSG
+382.3%
-168.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | +0.9% |
| 7D | -2.8% | -5.8% | +3.0% | -1.8% |
| 30D | -11.9% | 0.0% | -11.9% | -12.1% |
| 3M | +1.8% | -4.5% | +6.3% | +1.6% |
| 6M | -0.6% | +40.0% | -40.6% | -9.0% |
| YTD | +5.5% | +54.6% | -49.0% | -5.7% |
| 1Y | +15.0% | +106.1% | -91.2% | -3.5% |
| All | +214.3% | +382.3% | -168.1% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling