+480.5%
BA vs GME
+1,469.6%
-989.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | 0.0% | +4.8% | -4.7% | -0.3% |
| 30D | -8.9% | -4.3% | -4.7% | -8.6% |
| 3M | -25.5% | +35.3% | -60.9% | -27.3% |
| 6M | -27.0% | +4.7% | -31.7% | -27.5% |
| YTD | -20.1% | +26.6% | -46.8% | -22.0% |
| 1Y | -11.0% | +18.3% | -29.3% | -12.6% |
| 3Y | -11.8% | +102.8% | -114.6% | -24.8% |
| 5Y | -20.6% | -48.9% | +28.3% | -27.9% |
| 10Y | +26.6% | +480.5% | -453.8% | -50.8% |
| All | +480.5% | +1,469.6% | -989.1% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling