-7.8%
GFS vs BBAI
-79.2%
+71.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.0% | +9.5% | -0.2% |
| 7D | +17.2% | -6.8% | +24.0% | +17.4% |
| 30D | -8.7% | -13.4% | +4.7% | -8.4% |
| 3M | -19.7% | -36.5% | +16.8% | -18.7% |
| 6M | -40.7% | -50.6% | +9.9% | -39.6% |
| YTD | +22.5% | -61.7% | +84.2% | +25.2% |
| 1Y | +25.2% | -71.1% | +96.4% | +28.6% |
| 3Y | -17.7% | +32.7% | -50.4% | -18.8% |
| 5Y | -23.5% | -79.2% | +55.7% | -16.3% |
| All | -7.8% | -79.2% | +71.4% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling