+152.0%
GE vs BAH
+186.6%
-34.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -11.3% | -6.6% | -4.6% | -9.9% |
| 3M | -1.4% | -7.2% | +5.8% | -0.2% |
| 6M | +1.2% | -10.0% | +11.2% | +2.7% |
| YTD | +5.9% | -12.5% | +18.4% | +7.2% |
| 1Y | +18.4% | -27.9% | +46.3% | +25.8% |
| 3Y | +271.0% | -31.4% | +302.4% | +281.9% |
| 5Y | +417.9% | -3.2% | +421.2% | +360.4% |
| 10Y | +152.0% | +191.5% | -39.5% | +79.5% |
| All | +152.0% | +186.6% | -34.7% | +79.5% |
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