+117.8%
GD vs BBAI
-70.8%
+188.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -5.3% | -4.3% | -1.0% | -5.2% |
| 30D | -6.4% | -3.6% | -2.8% | -6.4% |
| 3M | +5.7% | -38.8% | +44.5% | +6.0% |
| 6M | -0.9% | -23.8% | +22.8% | -0.9% |
| YTD | +8.2% | -45.9% | +54.1% | +8.5% |
| 1Y | +13.4% | -40.8% | +54.2% | +13.6% |
| 3Y | +68.5% | +69.8% | -1.3% | +67.4% |
| 5Y | +97.2% | -70.3% | +167.5% | +90.6% |
| All | +117.8% | -70.8% | +188.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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