+874.4%
BAH vs GFI
+353.8%
+520.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -4.3% | +5.7% | -10.0% | -4.5% |
| 30D | -4.5% | +15.6% | -20.1% | -4.9% |
| 3M | -7.6% | +31.5% | -39.1% | -8.5% |
| 6M | -10.6% | -3.7% | -6.9% | -10.8% |
| YTD | -12.6% | +11.2% | -23.8% | -13.3% |
| 1Y | -27.0% | +36.4% | -63.4% | -28.2% |
| 3Y | -31.5% | +313.5% | -345.0% | -35.4% |
| 5Y | -3.8% | +528.0% | -531.8% | -11.1% |
| 10Y | +183.9% | +1,021.4% | -837.5% | +157.0% |
| All | +874.4% | +353.8% | +520.6% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling