+231.1%
GM vs BAH
+207.9%
+23.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | +4.3% | -6.7% | -3.4% |
| 30D | -1.1% | -2.5% | +1.3% | -0.6% |
| 3M | +6.1% | -0.9% | +7.1% | +5.9% |
| 6M | +15.0% | +1.5% | +13.5% | +13.5% |
| YTD | +6.0% | -8.0% | +14.0% | +6.1% |
| 1Y | +47.1% | -24.7% | +71.8% | +54.7% |
| 3Y | +170.5% | -28.4% | +198.9% | +175.4% |
| 5Y | +80.5% | +2.8% | +77.7% | +59.1% |
| All | +231.1% | +207.9% | +23.1% | +131.8% |
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