-32.0%
BAX vs GH
+355.8%
-387.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | -9.7% | -4.5% | -5.3% | -9.4% |
| 3M | +29.3% | +28.9% | +0.4% | +26.0% |
| 6M | +40.7% | +76.5% | -35.9% | +33.3% |
| YTD | +30.3% | +57.6% | -27.3% | +24.3% |
| 1Y | +3.4% | +167.5% | -164.1% | -6.5% |
| 3Y | -32.0% | +377.4% | -409.4% | -43.5% |
| All | -32.0% | +355.8% | -387.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling