+149.0%
GEN vs BAH
+182.5%
-33.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -0.7% | -4.3% | +3.6% | +0.5% |
| 30D | +2.6% | -4.5% | +7.1% | +3.8% |
| 3M | +15.8% | -7.6% | +23.4% | +17.7% |
| 6M | +33.1% | -10.6% | +43.7% | +36.2% |
| YTD | +11.3% | -12.6% | +23.9% | +14.1% |
| 1Y | +1.7% | -27.0% | +28.6% | +8.7% |
| 3Y | +58.1% | -31.5% | +89.6% | +63.7% |
| 5Y | +20.6% | -3.8% | +24.4% | +9.7% |
| 10Y | +149.0% | +183.9% | -34.9% | +64.7% |
| All | +149.0% | +182.5% | -33.6% | +64.7% |
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