+23.3%
BA vs GM
+205.9%
-182.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.1% | +3.6% | -10.7% | -9.7% |
| 3M | -25.5% | -0.2% | -25.3% | -26.5% |
| 6M | -28.7% | +13.9% | -42.6% | -35.0% |
| YTD | -21.0% | +6.5% | -27.5% | -26.2% |
| 1Y | -11.9% | +20.7% | -32.5% | -23.5% |
| 3Y | -16.2% | +229.5% | -245.6% | -63.5% |
| 5Y | -22.4% | +41.5% | -63.9% | -44.5% |
| All | +23.3% | +205.9% | -182.5% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling