-43.7%
BA vs GH
+481.7%
-525.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.2% | -0.1% | +1.2% | +1.1% |
| 30D | -11.6% | -1.1% | -10.5% | -11.6% |
| 3M | -2.4% | +21.3% | -23.7% | -5.3% |
| 6M | -6.6% | +73.5% | -80.1% | -14.0% |
| YTD | -2.2% | +58.0% | -60.3% | -9.1% |
| 1Y | -8.0% | +163.1% | -171.1% | -21.1% |
| 3Y | -5.0% | +361.0% | -366.0% | -27.9% |
| 5Y | -2.7% | +22.5% | -25.3% | -17.5% |
| All | -43.7% | +481.7% | -525.4% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling