-8.8%
BA vs GFS
+35.0%
-43.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +2.5% | +2.6% | -0.2% | +2.2% |
| 30D | -10.1% | -16.4% | +6.3% | -8.5% |
| 3M | -2.4% | -41.6% | +39.2% | +2.7% |
| 6M | -8.8% | -3.7% | -5.1% | -13.5% |
| YTD | -2.9% | +29.3% | -32.3% | -14.0% |
| 1Y | -8.8% | +37.1% | -45.9% | -20.8% |
| All | -8.8% | +35.0% | -43.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling