+610.7%
BA vs GME
+1,082.6%
-471.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | +7.2% | -6.1% | +0.6% |
| 30D | -11.6% | +0.8% | -12.4% | -11.7% |
| 3M | -2.4% | -14.0% | +11.6% | -1.4% |
| 6M | -6.6% | -19.7% | +13.1% | -5.3% |
| YTD | -2.2% | -4.6% | +2.3% | -2.3% |
| 1Y | -8.0% | -14.3% | +6.3% | -7.4% |
| 3Y | -5.0% | +4.0% | -9.0% | -14.5% |
| 5Y | -2.7% | -62.2% | +59.5% | -9.5% |
| 10Y | +75.9% | +241.4% | -165.5% | -26.8% |
| All | +610.7% | +1,082.6% | -471.9% | +123.1% |
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