-62.8%
BAX vs GH
+473.1%
-535.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | -12.4% | -3.7% | -8.7% | -12.1% |
| 3M | +19.1% | +21.7% | -2.6% | +16.6% |
| 6M | +38.6% | +75.7% | -37.1% | +30.8% |
| YTD | +26.7% | +55.7% | -29.0% | +20.8% |
| 1Y | +1.0% | +181.1% | -180.1% | -9.9% |
| 3Y | -33.9% | +371.6% | -405.5% | -45.6% |
| 5Y | -67.0% | +23.2% | -90.2% | -70.6% |
| All | -62.8% | +473.1% | -535.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling