-21.3%
GFS vs BAH
+23.6%
-44.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.0% | -9.9% |
| 7D | -20.7% | +6.0% | -26.7% | -20.7% |
| 30D | -25.2% | +31.1% | -56.3% | -25.6% |
| 3M | -26.3% | +25.2% | -51.5% | -26.6% |
| 6M | -50.7% | +18.9% | -69.6% | -50.6% |
| YTD | +4.5% | +8.3% | -3.8% | +3.9% |
| 1Y | +2.5% | +6.2% | -3.7% | +2.1% |
| 3Y | -30.9% | -22.8% | -8.2% | -30.5% |
| 5Y | -42.6% | +13.6% | -56.2% | -56.1% |
| All | -21.3% | +23.6% | -44.9% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling