-22.1%
BA vs GH
+35.8%
-57.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.1% | -15.6% | +16.7% | +3.2% |
| 30D | -7.9% | -10.4% | +2.4% | -6.8% |
| 3M | -25.3% | -4.3% | -21.1% | -25.3% |
| 6M | -24.6% | +63.5% | -88.1% | -30.2% |
| YTD | -20.1% | +47.7% | -67.8% | -25.5% |
| 1Y | -11.8% | +56.7% | -68.5% | -18.5% |
| 3Y | -10.1% | +443.9% | -454.0% | -34.3% |
| All | -22.1% | +35.8% | -57.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling