+380.7%
GH vs BAH
+103.9%
+276.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -8.2% | -1.6% | -6.6% | -7.8% |
| 30D | -4.9% | +18.0% | -22.9% | -9.5% |
| 3M | -6.2% | +11.4% | -17.7% | -9.5% |
| 6M | +60.0% | +17.7% | +42.4% | +50.9% |
| YTD | +51.5% | +5.4% | +46.2% | +45.8% |
| 1Y | +58.4% | +2.8% | +55.7% | +53.3% |
| 3Y | +617.2% | -26.7% | +643.9% | +636.5% |
| 5Y | +47.0% | +8.1% | +39.0% | +23.2% |
| All | +380.7% | +103.9% | +276.8% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling