-8.3%
BA vs GD
+59.0%
-67.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.3% |
| 7D | +5.9% | +3.0% | +2.9% | +4.4% |
| 30D | -8.2% | +10.5% | -18.7% | -12.5% |
| 3M | -25.4% | -5.0% | -20.4% | -23.7% |
| 6M | -20.0% | +5.5% | -25.5% | -22.1% |
| YTD | -18.5% | +10.3% | -28.8% | -22.4% |
| 1Y | -10.6% | +8.2% | -18.8% | -14.1% |
| All | -8.3% | +59.0% | -67.3% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling