+1.9%
BAH vs GWRE
+15.1%
-13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +4.3% | -13.2% | +17.5% | +6.1% |
| 30D | -2.5% | -18.6% | +16.1% | -0.3% |
| 3M | -0.9% | +18.9% | -19.8% | -3.6% |
| 6M | +1.5% | -11.0% | +12.4% | +1.2% |
| YTD | -8.0% | -29.9% | +21.9% | -7.4% |
| 1Y | -24.7% | -44.3% | +19.6% | -23.3% |
| 3Y | -28.4% | +51.7% | -80.1% | -34.3% |
| All | +1.9% | +15.1% | -13.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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