+371.1%
GH vs BAH
+103.7%
+267.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +0.6% | +1.7% | -1.2% | +0.1% |
| 30D | -6.9% | +20.8% | -27.7% | -12.0% |
| 3M | -4.9% | +11.6% | -16.5% | -8.3% |
| 6M | +54.1% | +23.1% | +31.0% | +43.3% |
| YTD | +48.5% | +5.3% | +43.3% | +43.0% |
| 1Y | +61.2% | +6.1% | +55.0% | +54.3% |
| 3Y | +570.3% | -27.5% | +597.8% | +591.6% |
| 5Y | +46.1% | +6.2% | +40.0% | +23.5% |
| All | +371.1% | +103.7% | +267.4% | +150.1% |
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