+14.4%
GME vs BAH
+6.2%
+8.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.5% |
| 7D | +7.8% | +5.8% | +2.0% | +7.5% |
| 30D | -0.4% | +28.7% | -29.1% | -1.8% |
| 3M | +30.9% | +20.9% | +10.0% | +29.3% |
| 6M | +5.5% | +15.2% | -9.7% | +4.4% |
| YTD | +25.2% | +7.1% | +18.1% | +22.1% |
| 1Y | +14.4% | +6.4% | +8.0% | +11.5% |
| All | +14.4% | +6.2% | +8.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling