+73.5%
BA vs GD
+190.3%
-116.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.4% |
| 7D | +1.2% | -5.3% | +6.4% | +6.0% |
| 30D | -11.6% | -6.4% | -5.2% | -6.5% |
| 3M | -2.4% | +5.7% | -8.1% | -7.5% |
| 6M | -6.6% | -0.9% | -5.7% | -6.8% |
| YTD | -2.2% | +8.2% | -10.4% | -10.6% |
| 1Y | -8.0% | +13.4% | -21.4% | -19.9% |
| 3Y | -5.0% | +68.5% | -73.5% | -46.2% |
| 5Y | -2.7% | +97.2% | -99.9% | -54.7% |
| All | +73.5% | +190.3% | -116.9% | -42.5% |
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