+236.0%
BA vs GM
+232.3%
+3.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +2.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | -7.9% | +6.4% | -14.3% | -11.4% |
| 3M | -25.3% | -0.7% | -24.6% | -26.0% |
| 6M | -24.6% | +9.9% | -34.5% | -29.4% |
| YTD | -20.1% | +6.7% | -26.8% | -24.9% |
| 1Y | -11.8% | +26.2% | -38.0% | -24.2% |
| 3Y | -10.1% | +205.0% | -215.2% | -55.0% |
| 5Y | -22.7% | +53.6% | -76.4% | -45.7% |
| 10Y | +35.1% | +233.4% | -198.3% | -41.3% |
| All | +236.0% | +232.3% | +3.7% | +35.6% |
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