-0.9%
BA vs GD
+97.9%
-98.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | +1.2% | -5.3% | +6.4% | +4.1% |
| 30D | -11.6% | -6.4% | -5.2% | -8.4% |
| 3M | -2.4% | +5.7% | -8.1% | -5.4% |
| 6M | -6.6% | -0.9% | -5.7% | -6.2% |
| YTD | -2.2% | +8.2% | -10.4% | -7.0% |
| 1Y | -8.0% | +13.4% | -21.4% | -15.0% |
| 3Y | -5.0% | +68.5% | -73.5% | -33.1% |
| All | -0.9% | +97.9% | -98.9% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling