+17.7%
GFS vs BAH
+6.2%
+11.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -5.3% |
| 7D | -12.5% | +5.8% | -18.3% | -10.0% |
| 30D | -16.9% | +28.7% | -45.6% | -6.8% |
| 3M | -22.3% | +20.9% | -43.2% | -14.8% |
| 6M | -40.2% | +15.2% | -55.4% | -33.1% |
| YTD | +16.0% | +7.1% | +8.9% | +20.0% |
| 1Y | +17.7% | +6.4% | +11.3% | +24.2% |
| All | +17.7% | +6.2% | +11.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling