-28.6%
BAH vs GFI
+292.6%
-321.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +4.9% |
| 7D | +2.4% | -5.1% | +7.6% | +2.6% |
| 30D | -2.9% | +13.4% | -16.4% | -3.3% |
| 3M | -1.3% | +36.2% | -37.6% | -2.0% |
| 6M | -0.9% | -9.8% | +8.9% | -0.9% |
| YTD | -8.2% | +7.7% | -15.9% | -9.0% |
| 1Y | -24.0% | +27.2% | -51.2% | -25.1% |
| All | -28.6% | +292.6% | -321.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling