+23.3%
BA vs GWRE
+167.6%
-144.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | -7.1% | -4.1% | -3.1% | -6.2% |
| 3M | -25.5% | -13.4% | -12.2% | -23.9% |
| 6M | -28.7% | +26.0% | -54.7% | -36.7% |
| YTD | -21.0% | -21.3% | +0.3% | -19.4% |
| 1Y | -11.9% | -27.5% | +15.6% | -7.5% |
| 3Y | -16.2% | +72.7% | -88.8% | -40.8% |
| 5Y | -22.4% | +26.4% | -48.7% | -38.7% |
| All | +23.3% | +167.6% | -144.3% | -27.5% |
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