+18.0%
BAC vs GH
+35.8%
-17.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.2% | -15.6% | +14.4% | +0.5% |
| 30D | -7.7% | -10.4% | +2.7% | -6.7% |
| 3M | -21.2% | -4.3% | -16.9% | -21.1% |
| 6M | -6.8% | +63.5% | -70.4% | -12.4% |
| YTD | -8.7% | +47.7% | -56.4% | -13.6% |
| 1Y | -5.3% | +56.7% | -62.0% | -11.0% |
| 3Y | +87.4% | +443.9% | -356.4% | +47.4% |
| All | +18.0% | +35.8% | -17.8% | -1.3% |
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