-34.7%
GFS vs BAH
+8.3%
-42.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.7% | +6.2% |
| 7D | -7.8% | -3.5% | -4.3% | -7.9% |
| 30D | -19.7% | +24.3% | -43.9% | -19.9% |
| 3M | -23.1% | +16.3% | -39.4% | -23.3% |
| 6M | -46.4% | +13.6% | -60.0% | -46.2% |
| YTD | +11.0% | +3.5% | +7.5% | +10.5% |
| 1Y | +12.6% | +2.7% | +9.9% | +12.2% |
| 3Y | -24.9% | -26.6% | +1.6% | -24.3% |
| All | -34.7% | +8.3% | -42.9% | -51.9% |
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