-11.5%
BA vs GTLB
+3.0%
-14.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -1.7% | -9.6% | +7.9% | -1.1% |
| 30D | -9.5% | -14.5% | +5.0% | -8.6% |
| 3M | -26.5% | +20.9% | -47.4% | -27.4% |
| 6M | -27.4% | +81.4% | -108.7% | -29.8% |
| YTD | -20.6% | +25.6% | -46.2% | -18.8% |
| All | -11.5% | +3.0% | -14.5% | -3.6% |
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