-24.7%
BAH vs GFI
+26.4%
-51.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +4.3% | -4.9% | +9.1% | +4.4% |
| 30D | -2.5% | +10.7% | -13.2% | -2.7% |
| 3M | -0.9% | +25.6% | -26.6% | -1.4% |
| 6M | +1.5% | -8.3% | +9.7% | +1.3% |
| YTD | -8.0% | +6.3% | -14.3% | -10.2% |
| 1Y | -24.7% | +22.1% | -46.8% | -28.1% |
| All | -24.7% | +26.4% | -51.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling