-1.8%
BA vs GM
+179.1%
-180.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.2% | +1.9% | -0.8% | +0.6% |
| 30D | -11.6% | -1.4% | -10.3% | -11.3% |
| 3M | -2.4% | +5.9% | -8.3% | -4.0% |
| 6M | -6.6% | +12.4% | -19.0% | -9.8% |
| YTD | -2.2% | +8.6% | -10.9% | -5.2% |
| 1Y | -8.0% | +52.6% | -60.6% | -19.0% |
| All | -1.8% | +179.1% | -180.8% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling