+234.0%
BA vs GM
+245.8%
-11.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.6% | -2.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -9.5% | +8.4% | -17.8% | -13.8% |
| 3M | -26.5% | +2.6% | -29.0% | -28.3% |
| 6M | -27.4% | +14.3% | -41.6% | -33.4% |
| YTD | -20.6% | +11.0% | -31.6% | -26.9% |
| 1Y | -11.4% | +27.8% | -39.2% | -24.3% |
| 3Y | -10.8% | +246.7% | -257.5% | -58.3% |
| 5Y | -21.9% | +59.6% | -81.5% | -46.2% |
| 10Y | +28.1% | +249.1% | -221.0% | -45.5% |
| All | +234.0% | +245.8% | -11.7% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling