+684.2%
GD vs BAH
+1,096.2%
-411.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.0% |
| 7D | +3.0% | +5.8% | -2.8% | +1.2% |
| 30D | +10.5% | +28.7% | -18.2% | +2.4% |
| 3M | -5.0% | +20.9% | -25.9% | -10.5% |
| 6M | +5.5% | +15.2% | -9.7% | +0.1% |
| YTD | +10.3% | +7.1% | +3.3% | +6.0% |
| 1Y | +8.2% | +6.4% | +1.8% | +3.8% |
| 3Y | +59.0% | -23.6% | +82.7% | +63.5% |
| 5Y | +104.3% | +11.5% | +92.8% | +83.9% |
| 10Y | +202.4% | +236.3% | -33.9% | +99.5% |
| All | +684.2% | +1,096.2% | -411.9% | +264.0% |
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