-10.6%
BA vs GM
+26.1%
-36.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -1.4% | -3.8% | +2.4% | -0.6% |
| 30D | -7.9% | +7.9% | -15.8% | -9.1% |
| 3M | -25.2% | -0.3% | -24.9% | -24.7% |
| 6M | -26.7% | +18.6% | -45.3% | -29.3% |
| YTD | -19.6% | +10.0% | -29.7% | -22.6% |
| 1Y | -10.6% | +25.9% | -36.5% | -15.5% |
| All | -10.6% | +26.1% | -36.7% | -15.5% |
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