-12.3%
GFS vs BAH
+19.9%
-32.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.9% |
| 7D | -3.1% | -1.5% | -1.6% | -3.1% |
| 30D | -16.0% | +17.3% | -33.3% | -16.3% |
| 3M | -24.7% | +14.9% | -39.6% | -24.9% |
| 6M | -45.1% | +14.2% | -59.4% | -45.0% |
| YTD | +16.5% | +5.1% | +11.3% | +15.7% |
| 1Y | +19.3% | +2.1% | +17.3% | +19.2% |
| 3Y | -20.0% | -26.0% | +6.0% | -19.0% |
| 5Y | -32.0% | +9.0% | -41.0% | -47.9% |
| All | -12.3% | +19.9% | -32.3% | -33.5% |
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