+405.5%
GH vs BAH
+69.4%
+336.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.2% | -1.3% | +1.2% | +0.2% |
| 30D | -2.6% | -6.6% | +4.0% | -0.9% |
| 3M | +25.1% | -7.2% | +32.3% | +27.0% |
| 6M | +78.5% | -10.0% | +88.5% | +82.4% |
| YTD | +59.4% | -12.5% | +71.8% | +62.3% |
| 1Y | +173.9% | -27.9% | +201.8% | +195.2% |
| 3Y | +382.7% | -31.4% | +414.1% | +397.0% |
| 5Y | +24.4% | -3.2% | +27.6% | +6.3% |
| All | +405.5% | +69.4% | +336.1% | +183.8% |
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