-26.4%
BA vs GME
-49.3%
+22.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.1% | +2.9% | -4.0% | -1.3% |
| 30D | -7.1% | -4.8% | -2.3% | -6.8% |
| 3M | -25.5% | +39.2% | -64.7% | -27.4% |
| 6M | -28.7% | +17.1% | -45.8% | -29.7% |
| YTD | -21.0% | +28.7% | -49.7% | -22.8% |
| 1Y | -11.9% | +23.3% | -35.2% | -13.6% |
| 3Y | -16.2% | +112.9% | -129.1% | -31.4% |
| All | -26.4% | -49.3% | +22.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling