+2.5%
BAH vs GFI
+515.1%
-512.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -1.3% | +36.2% | -37.6% | -2.7% |
| 6M | -0.9% | -9.8% | +8.9% | -0.8% |
| YTD | -8.2% | +7.7% | -15.9% | -9.3% |
| 1Y | -24.0% | +27.2% | -51.2% | -25.6% |
| 3Y | -28.1% | +300.3% | -328.4% | -34.8% |
| 5Y | +2.5% | +539.8% | -537.3% | -9.5% |
| All | +2.5% | +515.1% | -512.6% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling