+28.1%
BA vs GME
+520.4%
-492.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -1.7% | +5.8% | -7.5% | -2.0% |
| 30D | -9.5% | -3.7% | -5.8% | -9.3% |
| 3M | -26.5% | +33.6% | -60.0% | -27.6% |
| 6M | -27.4% | +5.4% | -32.8% | -27.7% |
| YTD | -20.6% | +27.4% | -48.0% | -21.8% |
| 1Y | -11.4% | +19.0% | -30.4% | -12.5% |
| 3Y | -10.8% | +101.5% | -112.3% | -19.5% |
| 5Y | -21.9% | -50.5% | +28.5% | -26.6% |
| 10Y | +28.1% | +493.3% | -465.2% | -38.9% |
| All | +28.1% | +520.4% | -492.3% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling