-8.8%
BA vs GME
-16.6%
+7.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.5% | +0.4% | +2.0% | +2.4% |
| 30D | -10.1% | -1.4% | -8.7% | -10.0% |
| 3M | -2.4% | -15.1% | +12.7% | -1.1% |
| 6M | -8.8% | -22.5% | +13.7% | -6.4% |
| YTD | -2.9% | -5.9% | +3.0% | -3.8% |
| 1Y | -8.8% | -18.6% | +9.9% | -7.7% |
| All | -8.8% | -16.6% | +7.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling