+668.7%
GD vs BAH
+886.2%
-217.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.3% | -3.2% | -2.0% | -4.3% |
| 30D | -6.4% | +2.0% | -8.4% | -7.1% |
| 3M | +5.7% | -7.6% | +13.3% | +7.7% |
| 6M | -0.9% | -5.7% | +4.7% | -0.2% |
| YTD | +8.2% | -11.7% | +19.9% | +10.3% |
| 1Y | +13.4% | -27.4% | +40.8% | +22.0% |
| 3Y | +68.5% | -32.5% | +101.0% | +79.7% |
| 5Y | +97.2% | -3.3% | +100.5% | +85.1% |
| 10Y | +190.2% | +186.0% | +4.2% | +101.6% |
| All | +668.7% | +886.2% | -217.5% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling