+72.4%
BA vs GME
+262.6%
-190.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -2.3% |
| 7D | -1.2% | +4.8% | -6.0% | -1.4% |
| 30D | -11.3% | +5.9% | -17.2% | -11.6% |
| 3M | -3.8% | -10.7% | +7.0% | -3.3% |
| 6M | -8.3% | -19.8% | +11.5% | -7.4% |
| YTD | -4.9% | -0.9% | -4.0% | -5.1% |
| 1Y | -10.1% | -15.7% | +5.6% | -9.6% |
| 3Y | -2.3% | +12.3% | -14.6% | -9.1% |
| 5Y | -3.5% | -60.1% | +56.5% | -8.3% |
| All | +72.4% | +262.6% | -190.2% | -12.8% |
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