-54.6%
GTLB vs BBAI
-70.4%
+15.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +4.6% | -1.0% | +5.6% | +4.6% |
| 30D | +21.0% | -10.7% | +31.7% | +21.7% |
| 3M | +51.7% | -32.3% | +84.0% | +54.7% |
| 6M | +89.3% | -31.3% | +120.6% | +92.6% |
| YTD | +25.6% | -45.9% | +71.6% | +29.1% |
| 1Y | -1.5% | -40.0% | +38.5% | -0.2% |
| 3Y | -9.9% | +72.8% | -82.7% | -15.3% |
| All | -54.6% | -70.4% | +15.7% | -56.8% |
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