+151.2%
GLD vs BBAI
-70.8%
+222.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.5% | -4.3% | +3.7% | -0.5% |
| 30D | +4.4% | -3.6% | +8.0% | +4.4% |
| 3M | -1.1% | -38.8% | +37.7% | -0.8% |
| 6M | -13.8% | -23.8% | +10.0% | -13.7% |
| YTD | +2.6% | -45.9% | +48.6% | +2.9% |
| 1Y | +24.5% | -40.8% | +65.3% | +24.8% |
| 3Y | +125.8% | +69.8% | +56.1% | +125.0% |
| 5Y | +137.8% | -70.3% | +208.1% | +135.6% |
| All | +151.2% | -70.8% | +222.0% | +147.3% |
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