-10.1%
BA vs GM
+45.3%
-55.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.5% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -11.3% | -4.6% | -6.7% | -10.5% |
| 3M | -3.8% | +0.2% | -4.0% | -3.9% |
| 6M | -8.3% | +12.6% | -20.9% | -10.0% |
| YTD | -4.9% | +3.7% | -8.6% | -6.7% |
| 1Y | -10.1% | +45.6% | -55.7% | -13.0% |
| All | -10.1% | +45.3% | -55.4% | -13.0% |
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