-54.5%
BA vs GH
+446.7%
-501.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -7.1% | -6.9% | -0.2% | -6.5% |
| 3M | -25.5% | -4.9% | -20.6% | -25.4% |
| 6M | -28.7% | +54.1% | -82.8% | -33.4% |
| YTD | -21.0% | +48.5% | -69.5% | -26.3% |
| 1Y | -11.9% | +61.2% | -73.0% | -18.8% |
| 3Y | -16.2% | +570.3% | -586.5% | -39.8% |
| 5Y | -22.4% | +46.1% | -68.5% | -35.7% |
| All | -54.5% | +446.7% | -501.2% | -70.6% |
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