-6.3%
BAH vs FGI
-70.4%
+64.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.5% |
| 7D | -3.2% | +0.5% | -3.8% | -3.3% |
| 30D | +2.0% | +65.4% | -63.4% | +0.9% |
| 3M | -7.6% | +23.5% | -31.1% | -8.3% |
| 6M | -5.7% | +60.5% | -66.2% | -7.1% |
| YTD | -11.7% | +30.0% | -41.7% | -12.8% |
| 1Y | -27.4% | +82.1% | -109.4% | -28.6% |
| 3Y | -32.5% | -4.4% | -28.2% | -33.3% |
| All | -6.3% | -70.4% | +64.0% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling