-11.8%
BA vs GD
+5.1%
-16.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +1.1% | -5.0% | +6.1% | +3.2% |
| 30D | -7.9% | +8.9% | -16.8% | -11.3% |
| 3M | -25.3% | -8.0% | -17.3% | -22.8% |
| 6M | -24.6% | +2.9% | -27.5% | -25.4% |
| YTD | -20.1% | +7.1% | -27.2% | -21.2% |
| 1Y | -11.8% | +5.9% | -17.7% | -12.2% |
| All | -11.8% | +5.1% | -16.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling