+25.9%
BA vs GM
+229.1%
-203.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -8.9% | +7.2% | -16.1% | -13.1% |
| 3M | -25.5% | +1.0% | -26.6% | -27.0% |
| 6M | -27.0% | +13.0% | -40.0% | -33.1% |
| YTD | -20.1% | +9.8% | -29.9% | -26.7% |
| 1Y | -11.0% | +25.9% | -36.9% | -24.6% |
| 3Y | -11.8% | +240.4% | -252.2% | -62.3% |
| 5Y | -20.6% | +56.1% | -76.8% | -46.7% |
| All | +25.9% | +229.1% | -203.2% | -52.3% |
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