-2.2%
BA vs GFI
+304.2%
-306.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.2% | +4.7% | -5.9% | -1.8% |
| 30D | -11.3% | +14.4% | -25.8% | -13.0% |
| 3M | -3.8% | +32.5% | -36.3% | -7.6% |
| 6M | -8.3% | -7.2% | -1.1% | -8.9% |
| YTD | -4.9% | +10.9% | -15.8% | -7.7% |
| 1Y | -10.1% | +35.5% | -45.5% | -15.1% |
| All | -2.2% | +304.2% | -306.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling