+176.5%
BA vs GWRE
+855.3%
-678.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -0.6% | -4.4% | +3.8% | +0.5% |
| 30D | -8.0% | -3.5% | -4.5% | -7.4% |
| 3M | -25.8% | -7.6% | -18.2% | -25.6% |
| 6M | -27.6% | +21.8% | -49.4% | -33.8% |
| YTD | -21.0% | -20.4% | -0.6% | -20.1% |
| 1Y | -12.3% | -27.6% | +15.3% | -8.9% |
| 3Y | -12.8% | +75.7% | -88.4% | -33.1% |
| 5Y | -22.4% | +27.8% | -50.2% | -36.1% |
| 10Y | +24.6% | +172.4% | -147.8% | -15.5% |
| All | +176.5% | +855.3% | -678.8% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling