+71.1%
BA vs GME
+271.8%
-200.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -2.7% | +6.0% | -8.7% | -3.0% |
| 30D | -12.2% | +8.3% | -20.5% | -12.6% |
| 3M | -2.0% | -9.1% | +7.0% | -1.6% |
| 6M | -6.0% | -16.3% | +10.4% | -5.3% |
| YTD | -5.7% | +1.5% | -7.2% | -6.0% |
| 1Y | -10.0% | -16.3% | +6.3% | -9.5% |
| 3Y | -3.1% | +15.1% | -18.2% | -9.9% |
| 5Y | -2.6% | -57.2% | +54.6% | -7.7% |
| All | +71.1% | +271.8% | -200.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling