-2.4%
BA vs GTLB
-47.1%
+44.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +1.2% | +11.1% | -9.9% | -0.4% |
| 30D | -11.6% | +37.8% | -49.4% | -15.7% |
| 3M | -2.4% | +61.6% | -64.0% | -9.1% |
| 6M | -6.6% | +98.9% | -105.5% | -16.3% |
| YTD | -2.2% | +32.8% | -35.0% | -7.6% |
| 1Y | -8.0% | +14.7% | -22.7% | -11.5% |
| 3Y | -5.0% | +1.3% | -6.3% | -10.9% |
| All | -2.4% | -47.1% | +44.7% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling