+151.2%
GEN vs BAH
+199.5%
-48.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -3.0% | -2.6% | -0.4% | -2.3% |
| 30D | +24.7% | +20.4% | +4.3% | +18.3% |
| 3M | +4.1% | +11.9% | -7.7% | +0.8% |
| 6M | +36.0% | +17.1% | +18.9% | +29.3% |
| YTD | +10.9% | +5.5% | +5.3% | +7.8% |
| 1Y | +12.2% | +5.6% | +6.5% | +8.8% |
| 3Y | +63.3% | -26.5% | +89.8% | +67.1% |
| 5Y | +29.0% | +6.5% | +22.6% | +14.6% |
| All | +151.2% | +199.5% | -48.3% | +58.2% |
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