-20.7%
BA vs GTLB
-50.0%
+29.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -1.7% | -9.6% | +7.9% | -0.4% |
| 30D | -9.5% | -14.5% | +5.0% | -7.6% |
| 3M | -26.5% | +20.9% | -47.4% | -28.7% |
| 6M | -27.4% | +81.4% | -108.7% | -33.9% |
| YTD | -20.6% | +25.6% | -46.2% | -24.5% |
| 1Y | -11.4% | +3.4% | -14.9% | -13.5% |
| 3Y | -10.8% | +8.9% | -19.7% | -17.3% |
| 5Y | -21.9% | -64.0% | +42.1% | -28.4% |
| All | -20.7% | -50.0% | +29.3% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling