+2.1%
BA vs GFS
-3.7%
+5.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -11.6% | -8.6% | -3.0% | -10.0% |
| 3M | -2.4% | -46.5% | +44.2% | +11.3% |
| 6M | -6.6% | -4.8% | -1.8% | -9.7% |
| YTD | -2.2% | +29.7% | -31.9% | -13.9% |
| 1Y | -8.0% | +35.8% | -43.9% | -20.4% |
| 3Y | -5.0% | -18.3% | +13.3% | -9.9% |
| All | +2.1% | -3.7% | +5.8% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling