+1.2%
GH vs BBAI
-70.8%
+72.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -4.5% | -10.7% | +6.3% | -4.0% |
| 3M | +28.9% | -32.3% | +61.1% | +30.8% |
| 6M | +76.5% | -31.3% | +107.8% | +78.8% |
| YTD | +57.6% | -45.9% | +103.5% | +60.9% |
| 1Y | +167.5% | -40.0% | +207.6% | +170.1% |
| 3Y | +377.4% | +72.8% | +304.6% | +351.5% |
| 5Y | +23.8% | -70.4% | +94.2% | +23.0% |
| All | +1.2% | -70.8% | +72.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BBAI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling