+142.4%
GILD vs BAH
+2.5%
+139.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | +4.3% | -9.1% | -5.2% |
| 30D | +5.8% | -2.5% | +8.2% | +6.0% |
| 3M | +14.9% | -0.9% | +15.9% | +14.7% |
| 6M | -0.4% | +1.5% | -1.8% | -0.9% |
| YTD | +18.5% | -8.0% | +26.5% | +18.2% |
| 1Y | +25.1% | -24.7% | +49.9% | +27.5% |
| 3Y | +105.9% | -28.4% | +134.3% | +103.1% |
| All | +142.4% | +2.5% | +139.9% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling