+75.8%
BA vs GFI
+1,066.8%
-991.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +2.9% |
| 7D | -0.8% | -4.9% | +4.0% | -0.5% |
| 30D | -9.0% | +10.7% | -19.7% | -9.8% |
| 3M | -5.0% | +25.6% | -30.7% | -6.9% |
| 6M | -1.7% | -8.3% | +6.6% | -1.7% |
| YTD | -3.1% | +6.3% | -9.4% | -4.3% |
| 1Y | -4.3% | +22.1% | -26.4% | -6.7% |
| 3Y | -0.3% | +289.2% | -289.5% | -10.9% |
| 5Y | +0.1% | +531.7% | -531.6% | -13.7% |
| All | +75.8% | +1,066.8% | -991.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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