-11.2%
BA vs GM
+25.8%
-37.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -8.9% | +7.2% | -16.1% | -10.0% |
| 3M | -25.5% | +1.0% | -26.6% | -25.3% |
| 6M | -27.0% | +13.0% | -40.0% | -28.9% |
| YTD | -20.1% | +9.8% | -29.9% | -23.1% |
| All | -11.2% | +25.8% | -37.0% | -16.0% |
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 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