+221.3%
GE vs BTSG
+495.4%
-274.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | +5.1% | +8.5% | -3.4% | +3.6% |
| 30D | +7.6% | +14.0% | -6.5% | +4.9% |
| 3M | -9.3% | +19.7% | -29.0% | -12.5% |
| 6M | +11.5% | +28.7% | -17.2% | +4.8% |
| YTD | +7.9% | +90.8% | -82.9% | -7.4% |
| 1Y | +7.6% | +112.4% | -104.8% | -9.7% |
| All | +221.3% | +495.4% | -274.2% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling