+129.7%
GLDM vs BBAI
+63.1%
+66.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -4.3% | +3.7% | -0.4% |
| 30D | +4.4% | -3.6% | +8.0% | +4.5% |
| 3M | -1.1% | -38.8% | +37.7% | 0.0% |
| 6M | -13.7% | -23.8% | +10.1% | -13.3% |
| YTD | +2.8% | -45.9% | +48.7% | +3.7% |
| 1Y | +24.8% | -40.8% | +65.6% | +25.9% |
| All | +129.7% | +63.1% | +66.5% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling