+31.1%
BA vs GD
+192.5%
-161.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -0.5% |
| 7D | -0.1% | -3.9% | +3.8% | +3.3% |
| 30D | -9.1% | +8.1% | -17.2% | -15.3% |
| 3M | -28.2% | -6.8% | -21.4% | -23.9% |
| 6M | -23.1% | +3.0% | -26.1% | -25.7% |
| YTD | -20.6% | +7.8% | -28.3% | -27.3% |
| 1Y | -12.7% | +5.8% | -18.5% | -18.9% |
| 3Y | -11.6% | +55.3% | -66.9% | -45.1% |
| 5Y | -23.1% | +96.7% | -119.8% | -64.3% |
| All | +31.1% | +192.5% | -161.4% | -56.1% |
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