+1,470.0%
BA vs GFI
+549.2%
+920.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.8% |
| 7D | 0.0% | +10.4% | -10.3% | -0.3% |
| 30D | -8.9% | +3.6% | -12.5% | -9.1% |
| 3M | -25.5% | -5.1% | -20.5% | -25.5% |
| 6M | -27.0% | -13.0% | -13.9% | -26.8% |
| YTD | -20.1% | -8.0% | -12.1% | -20.2% |
| 1Y | -11.0% | -5.0% | -6.0% | -11.2% |
| 3Y | -11.8% | +228.8% | -240.6% | -15.6% |
| 5Y | -20.6% | +354.4% | -375.0% | -25.1% |
| 10Y | +26.6% | +1,238.7% | -1,212.1% | +16.0% |
| All | +1,470.0% | +549.2% | +920.7% | +1,497.6% |
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