-10.0%
BA vs GFI
+29.0%
-39.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | -2.7% | -5.1% | +2.4% | -2.0% |
| 30D | -12.2% | +13.4% | -25.6% | -14.0% |
| 3M | -2.0% | +36.2% | -38.2% | -7.0% |
| 6M | -6.0% | -9.8% | +3.9% | -7.7% |
| YTD | -5.7% | +7.7% | -13.3% | -8.3% |
| 1Y | -10.0% | +27.2% | -37.2% | -14.0% |
| All | -10.0% | +29.0% | -39.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling