+493.6%
GE vs BAH
+1,074.5%
-581.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.4% |
| 7D | +6.3% | -1.5% | +7.8% | +6.6% |
| 30D | +8.9% | +17.3% | -8.4% | +4.7% |
| 3M | -9.2% | +14.9% | -24.1% | -12.6% |
| 6M | +13.2% | +14.2% | -1.0% | +8.5% |
| YTD | +9.4% | +5.1% | +4.3% | +5.6% |
| 1Y | +9.8% | +2.1% | +7.7% | +6.6% |
| 3Y | +278.2% | -26.0% | +304.2% | +287.1% |
| 5Y | +396.0% | +9.0% | +387.1% | +345.0% |
| 10Y | +162.4% | +208.8% | -46.4% | +78.9% |
| All | +493.6% | +1,074.5% | -581.0% | +161.6% |
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 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