-54.3%
BA vs GH
+472.2%
-526.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.3% |
| 7D | -1.7% | -7.0% | +5.3% | -0.9% |
| 30D | -9.5% | -5.2% | -4.3% | -9.0% |
| 3M | -26.5% | -5.8% | -20.7% | -26.3% |
| 6M | -27.4% | +65.9% | -93.3% | -32.8% |
| YTD | -20.6% | +55.5% | -76.1% | -26.3% |
| 1Y | -11.4% | +64.2% | -75.6% | -18.5% |
| 3Y | -10.8% | +606.0% | -616.9% | -36.4% |
| 5Y | -21.9% | +47.3% | -69.2% | -35.4% |
| All | -54.3% | +472.2% | -526.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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