+1,502.7%
BA vs GD
+20,595.6%
-19,092.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.5% |
| 7D | +5.9% | +3.0% | +2.9% | +4.2% |
| 30D | -8.2% | +10.5% | -18.7% | -13.0% |
| 3M | -25.4% | -5.0% | -20.4% | -23.5% |
| 6M | -20.0% | +5.5% | -25.5% | -22.5% |
| YTD | -18.5% | +10.3% | -28.8% | -23.3% |
| 1Y | -10.6% | +8.2% | -18.8% | -15.1% |
| 3Y | -9.3% | +59.0% | -68.3% | -30.7% |
| 5Y | -16.9% | +104.3% | -121.2% | -44.8% |
| 10Y | +37.9% | +202.4% | -164.6% | -21.0% |
| All | +1,502.7% | +20,595.6% | -19,092.9% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling