-11.9%
BA vs GFI
-13.2%
+1.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -8.7% | +7.6% | +0.4% |
| 30D | -7.1% | +0.6% | -7.7% | -7.6% |
| 3M | -25.5% | -7.5% | -18.1% | -25.1% |
| 6M | -28.7% | -18.3% | -10.4% | -27.9% |
| YTD | -21.0% | -13.8% | -7.2% | -19.9% |
| 1Y | -11.9% | -8.8% | -3.0% | -10.0% |
| All | -11.9% | -13.2% | +1.4% | -10.0% |
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