-10.1%
BA vs GFS
-27.1%
+17.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.5% |
| 7D | +1.1% | -7.8% | +8.9% | +2.3% |
| 30D | -7.9% | -19.7% | +11.7% | -5.0% |
| 3M | -25.3% | -23.1% | -2.2% | -22.6% |
| 6M | -24.6% | -46.4% | +21.8% | -18.2% |
| YTD | -20.1% | +11.0% | -31.2% | -27.6% |
| 1Y | -11.8% | +12.6% | -24.4% | -20.3% |
| 3Y | -10.1% | -24.9% | +14.8% | -14.4% |
| All | -10.1% | -27.1% | +17.0% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling