+76.6%
GM vs BAH
-3.4%
+80.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -4.6% | -6.6% | +2.0% | -3.4% |
| 3M | +0.2% | -7.2% | +7.4% | +1.3% |
| 6M | +12.6% | -10.0% | +22.6% | +14.1% |
| YTD | +3.7% | -12.5% | +16.1% | +4.6% |
| 1Y | +45.6% | -27.9% | +73.5% | +52.8% |
| 3Y | +162.0% | -31.4% | +193.4% | +161.4% |
| All | +76.6% | -3.4% | +80.0% | +52.8% |
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 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