-10.6%
BA vs GM
+37.1%
-47.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.2% |
| 7D | +5.9% | +12.1% | -6.2% | +3.5% |
| 30D | -8.2% | +15.2% | -23.4% | -10.7% |
| 3M | -25.4% | +4.9% | -30.2% | -25.7% |
| 6M | -20.0% | +22.6% | -42.6% | -23.3% |
| YTD | -18.5% | +14.4% | -32.9% | -22.0% |
| 1Y | -10.6% | +39.4% | -50.0% | -18.5% |
| All | -10.6% | +37.1% | -47.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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