-29.3%
GFS vs BAH
-22.8%
-6.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.0% | -9.7% |
| 7D | -20.7% | +6.0% | -26.7% | -20.0% |
| 30D | -25.2% | +31.1% | -56.3% | -22.5% |
| 3M | -26.3% | +25.2% | -51.5% | -23.9% |
| 6M | -50.7% | +18.9% | -69.6% | -48.6% |
| YTD | +4.5% | +8.3% | -3.8% | +7.5% |
| 1Y | +2.5% | +6.2% | -3.7% | +5.6% |
| All | -29.3% | -22.8% | -6.5% | -26.7% |
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