-3.5%
BA vs GWRE
+15.9%
-19.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +2.9% | -1.1% |
| 7D | -1.2% | -26.2% | +25.0% | +3.8% |
| 30D | -11.3% | -17.8% | +6.4% | -9.0% |
| 3M | -3.8% | +14.2% | -18.0% | -8.3% |
| 6M | -8.3% | -12.9% | +4.6% | -8.3% |
| YTD | -4.9% | -29.2% | +24.3% | -0.2% |
| 1Y | -10.1% | -44.4% | +34.4% | +0.7% |
| 3Y | -2.3% | +51.1% | -53.4% | -21.3% |
| 5Y | -3.5% | +16.5% | -20.0% | -14.5% |
| All | -3.5% | +15.9% | -19.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling