-21.5%
GFS vs BAH
-25.7%
+4.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.2% |
| 30D | -15.8% | +18.2% | -34.0% | -13.8% |
| 3M | -18.6% | +13.1% | -31.7% | -17.0% |
| 6M | -45.0% | +15.2% | -60.2% | -42.8% |
| YTD | +16.8% | +6.0% | +10.8% | +19.7% |
| 1Y | +17.8% | +3.1% | +14.7% | +21.1% |
| 3Y | -21.5% | -26.2% | +4.7% | -18.4% |
| All | -21.5% | -25.7% | +4.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling