-10.1%
BA vs GTLB
+12.7%
-22.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.7% |
| 7D | +1.1% | -11.1% | +12.2% | +2.5% |
| 30D | -7.9% | -7.5% | -0.4% | -7.2% |
| 3M | -25.3% | +34.8% | -60.1% | -28.3% |
| 6M | -24.6% | +98.0% | -122.6% | -31.3% |
| YTD | -20.1% | +28.1% | -48.3% | -23.3% |
| 1Y | -11.8% | +5.6% | -17.3% | -12.9% |
| 3Y | -10.1% | +15.9% | -26.1% | -11.0% |
| All | -10.1% | +12.7% | -22.9% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling