+207.9%
GLD vs BAH
+886.2%
-678.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | -1.1% | -7.6% | +6.5% | -1.0% |
| 6M | -13.8% | -5.7% | -8.1% | -13.8% |
| YTD | +2.6% | -11.7% | +14.4% | +2.7% |
| 1Y | +24.5% | -27.4% | +51.9% | +25.1% |
| 3Y | +125.8% | -32.5% | +158.4% | +126.6% |
| 5Y | +137.8% | -3.3% | +141.1% | +136.0% |
| 10Y | +221.4% | +186.0% | +35.4% | +212.5% |
| All | +207.9% | +886.2% | -678.3% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling