+27.7%
GEN vs BAH
+8.3%
+19.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.5% |
| 7D | +2.3% | -3.5% | +5.8% | +3.2% |
| 30D | +33.1% | +24.3% | +8.8% | +26.0% |
| 3M | +6.5% | +16.3% | -9.8% | +2.6% |
| 6M | +53.8% | +13.6% | +40.2% | +48.3% |
| YTD | +11.2% | +3.5% | +7.7% | +9.0% |
| 1Y | +19.4% | +2.7% | +16.7% | +17.0% |
| 3Y | +81.0% | -26.6% | +107.6% | +80.4% |
| All | +27.7% | +8.3% | +19.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling