+9.8%
BAH vs FGI
-70.6%
+80.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.4% |
| 7D | -3.5% | -7.0% | +3.4% | -3.5% |
| 30D | +24.3% | -4.2% | +28.5% | +24.3% |
| 3M | +16.3% | +55.6% | -39.3% | +15.2% |
| 6M | +13.6% | -3.2% | +16.7% | +12.9% |
| YTD | +3.5% | +29.1% | -25.6% | +2.3% |
| 1Y | +2.7% | +51.0% | -48.3% | +1.1% |
| 3Y | -26.6% | +1.5% | -28.1% | -27.6% |
| All | +9.8% | -70.6% | +80.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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