+152.0%
GE vs BAH
+198.8%
-46.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | +8.1% | +20.8% | -12.7% | +3.3% |
| 3M | -7.9% | +11.6% | -19.4% | -10.6% |
| 6M | +12.9% | +23.1% | -10.2% | +6.4% |
| YTD | +8.2% | +5.3% | +2.9% | +4.5% |
| 1Y | +9.7% | +6.1% | +3.5% | +5.4% |
| 3Y | +266.1% | -27.5% | +293.6% | +277.4% |
| 5Y | +407.4% | +6.2% | +401.2% | +345.4% |
| All | +152.0% | +198.8% | -46.8% | +73.6% |
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