-20.4%
BA vs GFI
+321.4%
-341.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.4% | +2.2% | -3.6% | -1.8% |
| 30D | -7.9% | +2.2% | -10.1% | -8.3% |
| 3M | -25.2% | -4.6% | -20.6% | -25.1% |
| 6M | -26.7% | -16.7% | -10.0% | -25.8% |
| YTD | -19.6% | -9.5% | -10.2% | -20.1% |
| 1Y | -10.6% | -6.8% | -3.8% | -11.5% |
| 3Y | -11.2% | +223.7% | -234.9% | -26.1% |
| 5Y | -20.4% | +321.8% | -342.2% | -38.2% |
| All | -20.4% | +321.4% | -341.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling