-30.1%
GFS vs BAH
+6.1%
-36.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +7.4% | +1.7% | +5.7% | +7.4% |
| 30D | -15.3% | +20.8% | -36.1% | -15.5% |
| 3M | -21.1% | +11.6% | -32.7% | -21.2% |
| 6M | -44.5% | +23.1% | -67.6% | -44.6% |
| YTD | +19.2% | +5.3% | +14.0% | +18.6% |
| 1Y | +27.2% | +6.1% | +21.1% | +26.2% |
| 3Y | -20.1% | -27.5% | +7.4% | -18.5% |
| All | -30.1% | +6.1% | -36.3% | -48.7% |
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 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