-10.1%
BA vs GH
+431.6%
-441.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.1% | -15.6% | +16.7% | +2.6% |
| 30D | -7.9% | -10.4% | +2.4% | -7.1% |
| 3M | -25.3% | -4.3% | -21.1% | -25.3% |
| 6M | -24.6% | +63.5% | -88.1% | -28.7% |
| YTD | -20.1% | +47.7% | -67.8% | -24.1% |
| 1Y | -11.8% | +56.7% | -68.5% | -16.7% |
| 3Y | -10.1% | +443.9% | -454.0% | -25.9% |
| All | -10.1% | +431.6% | -441.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling