+46.6%
GM vs BBAI
-70.8%
+117.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | -1.8% | -10.7% | +8.9% | -1.6% |
| 3M | +2.6% | -32.3% | +34.9% | +3.3% |
| 6M | +14.6% | -31.3% | +45.8% | +15.2% |
| YTD | +6.2% | -45.9% | +52.1% | +7.1% |
| 1Y | +48.7% | -40.0% | +88.7% | +49.2% |
| 3Y | +168.3% | +72.8% | +95.5% | +162.3% |
| 5Y | +82.8% | -70.4% | +153.1% | +70.3% |
| All | +46.6% | -70.8% | +117.4% | +36.3% |
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