+26.8%
BA vs GM
+229.9%
-203.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -1.4% | -3.8% | +2.4% | +0.6% |
| 30D | -7.9% | +7.9% | -15.8% | -12.5% |
| 3M | -25.2% | -0.3% | -24.9% | -26.1% |
| 6M | -26.7% | +18.6% | -45.3% | -34.6% |
| YTD | -19.6% | +10.0% | -29.7% | -26.3% |
| 1Y | -10.6% | +25.9% | -36.5% | -24.2% |
| 3Y | -11.2% | +241.2% | -252.5% | -62.1% |
| 5Y | -20.4% | +50.0% | -70.5% | -45.0% |
| 10Y | +26.8% | +215.1% | -188.3% | -52.0% |
| All | +26.8% | +229.9% | -203.2% | -52.0% |
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