+1,821.9%
BA vs GFI
+688.7%
+1,133.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +1.2% | +3.1% | -2.0% | +1.0% |
| 30D | -11.6% | +27.1% | -38.7% | -12.4% |
| 3M | -2.4% | +21.2% | -23.5% | -3.1% |
| 6M | -6.6% | -4.5% | -2.1% | -6.7% |
| YTD | -2.2% | +11.7% | -14.0% | -2.9% |
| 1Y | -8.0% | +46.0% | -54.1% | -9.5% |
| 3Y | -5.0% | +309.6% | -314.5% | -9.7% |
| 5Y | -2.7% | +506.0% | -508.8% | -8.9% |
| 10Y | +75.9% | +1,009.2% | -933.3% | +61.1% |
| All | +1,821.9% | +688.7% | +1,133.2% | +1,844.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling