+26.8%
BA vs GD
+174.7%
-148.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -2.0% |
| 30D | -7.9% | +9.5% | -17.4% | -15.2% |
| 3M | -25.2% | -5.8% | -19.3% | -21.4% |
| 6M | -26.7% | +7.7% | -34.5% | -32.0% |
| YTD | -19.6% | +11.1% | -30.7% | -28.5% |
| 1Y | -10.6% | +6.1% | -16.7% | -17.1% |
| 3Y | -11.2% | +59.8% | -71.1% | -46.4% |
| 5Y | -20.4% | +104.6% | -125.1% | -64.5% |
| 10Y | +26.8% | +170.6% | -143.8% | -55.7% |
| All | +26.8% | +174.7% | -148.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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