+71.1%
BA vs GWRE
+129.6%
-58.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -2.7% | -30.9% | +28.2% | +7.1% |
| 30D | -12.2% | -20.7% | +8.5% | -7.6% |
| 3M | -2.0% | +20.2% | -22.2% | -10.2% |
| 6M | -6.0% | -11.9% | +5.9% | -7.1% |
| YTD | -5.7% | -30.3% | +24.6% | +0.2% |
| 1Y | -10.0% | -44.6% | +34.7% | +3.7% |
| 3Y | -3.1% | +48.8% | -51.9% | -28.0% |
| 5Y | -2.6% | +14.8% | -17.4% | -21.1% |
| All | +71.1% | +129.6% | -58.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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