+246.5%
GM vs BAH
+886.2%
-639.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +1.9% | -3.2% | +5.2% | +2.8% |
| 30D | -1.4% | +2.0% | -3.4% | -2.0% |
| 3M | +5.9% | -7.6% | +13.5% | +7.6% |
| 6M | +12.4% | -5.7% | +18.1% | +12.9% |
| YTD | +8.6% | -11.7% | +20.4% | +10.0% |
| 1Y | +52.6% | -27.4% | +80.0% | +62.5% |
| 3Y | +169.7% | -32.5% | +202.2% | +181.9% |
| 5Y | +87.5% | -3.3% | +90.9% | +71.1% |
| 10Y | +233.0% | +186.0% | +47.0% | +109.3% |
| All | +246.5% | +886.2% | -639.7% | +29.4% |
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