-66.9%
BAX vs GH
+22.3%
-89.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.1% |
| 6M | +40.7% | +76.5% | -35.9% | +33.4% |
| YTD | +30.3% | +57.6% | -27.3% | +24.5% |
| 1Y | +3.4% | +167.5% | -164.1% | -6.3% |
| 3Y | -32.0% | +377.4% | -409.4% | -43.2% |
| 5Y | -66.9% | +23.8% | -90.7% | -73.0% |
| All | -66.9% | +22.3% | -89.1% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling