-10.0%
BA vs GWRE
-45.4%
+35.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.7% | -30.9% | +28.2% | -1.9% |
| 30D | -12.2% | -20.7% | +8.5% | -11.9% |
| 3M | -2.0% | +20.2% | -22.2% | -3.3% |
| 6M | -6.0% | -11.9% | +5.9% | -5.7% |
| YTD | -5.7% | -30.3% | +24.6% | -1.8% |
| 1Y | -10.0% | -44.6% | +34.7% | 0.0% |
| All | -10.0% | -45.4% | +35.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling