+990.8%
BAH vs GWRE
+749.2%
+241.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.9% |
| 7D | -1.3% | -26.2% | +24.9% | +3.2% |
| 30D | -6.6% | -17.8% | +11.1% | -4.1% |
| 3M | -7.2% | +14.2% | -21.4% | -10.0% |
| 6M | -10.0% | -12.9% | +2.9% | -9.5% |
| YTD | -12.5% | -29.2% | +16.8% | -9.6% |
| 1Y | -27.9% | -44.4% | +16.5% | -22.9% |
| 3Y | -31.4% | +51.1% | -82.5% | -39.5% |
| 5Y | -3.2% | +16.5% | -19.8% | -12.2% |
| 10Y | +191.5% | +131.6% | +59.9% | +126.8% |
| All | +990.8% | +749.2% | +241.6% | +705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling