-16.1%
BA vs GH
+598.5%
-614.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | -8.0% | -4.5% | -3.6% | -7.8% |
| 3M | -25.8% | -6.2% | -19.6% | -25.6% |
| 6M | -27.6% | +55.0% | -82.5% | -31.2% |
| YTD | -21.0% | +51.6% | -72.6% | -25.2% |
| 1Y | -12.3% | +58.3% | -70.5% | -17.3% |
| All | -16.1% | +598.5% | -614.6% | -31.9% |
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