+1.4%
BA vs GFS
-3.9%
+5.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +2.5% | +2.6% | -0.2% | +1.9% |
| 30D | -10.1% | -16.4% | +6.3% | -6.5% |
| 3M | -2.4% | -41.6% | +39.2% | +9.1% |
| 6M | -8.8% | -3.7% | -5.1% | -12.0% |
| YTD | -2.9% | +29.3% | -32.3% | -14.4% |
| 1Y | -8.8% | +37.1% | -45.9% | -21.3% |
| 3Y | -0.3% | -22.1% | +21.9% | -4.0% |
| All | +1.4% | -3.9% | +5.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling