-10.6%
BA vs GTLB
+6.1%
-16.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.9% | -9.7% | +15.6% | +6.6% |
| 30D | -8.2% | +1.7% | -9.8% | -8.3% |
| 3M | -25.4% | +43.6% | -68.9% | -27.2% |
| 6M | -20.0% | +113.0% | -133.0% | -23.5% |
| YTD | -18.5% | +39.5% | -58.0% | -17.3% |
| 1Y | -10.6% | +12.6% | -23.3% | -3.4% |
| All | -10.6% | +6.1% | -16.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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