+188.5%
GD vs BAH
+220.7%
-32.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.8% |
| 7D | -5.0% | -3.5% | -1.4% | -3.9% |
| 30D | +8.9% | +24.3% | -15.3% | +1.3% |
| 3M | -8.0% | +16.3% | -24.4% | -12.8% |
| 6M | +2.9% | +13.6% | -10.7% | -2.4% |
| YTD | +7.1% | +3.5% | +3.6% | +3.5% |
| 1Y | +5.9% | +2.7% | +3.2% | +2.4% |
| 3Y | +53.9% | -26.6% | +80.4% | +59.8% |
| 5Y | +95.4% | +8.5% | +86.9% | +70.5% |
| All | +188.5% | +220.7% | -32.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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