+14.9%
BAH vs FGI
-70.3%
+85.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | -11.6% | +17.6% | +6.2% |
| 30D | +31.1% | -3.3% | +34.4% | +31.1% |
| 3M | +25.2% | +65.6% | -40.4% | +23.8% |
| 6M | +18.9% | -2.8% | +21.7% | +18.2% |
| YTD | +8.3% | +30.1% | -21.8% | +7.0% |
| 1Y | +6.2% | +50.2% | -44.0% | +4.6% |
| 3Y | -22.8% | -0.4% | -22.3% | -23.7% |
| All | +14.9% | -70.3% | +85.3% | +14.9% |
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