+177.4%
GD vs BAH
+218.8%
-41.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.8% |
| 7D | -3.0% | -1.5% | -1.6% | -2.6% |
| 30D | +9.3% | +17.3% | -8.0% | +3.7% |
| 3M | -7.2% | +14.9% | -22.1% | -11.6% |
| 6M | +5.5% | +14.2% | -8.8% | -0.1% |
| YTD | +9.5% | +5.1% | +4.4% | +5.3% |
| 1Y | +6.4% | +2.1% | +4.4% | +3.1% |
| 3Y | +59.8% | -26.0% | +85.8% | +65.8% |
| 5Y | +98.0% | +9.0% | +89.0% | +73.0% |
| 10Y | +177.4% | +208.8% | -31.4% | +77.5% |
| All | +177.4% | +218.8% | -41.4% | +77.5% |
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