+265.3%
GME vs BAH
+186.6%
+78.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +4.8% | -1.3% | +6.2% | +5.0% |
| 30D | +5.9% | -6.6% | +12.5% | +6.6% |
| 3M | -10.7% | -7.2% | -3.6% | -10.2% |
| 6M | -19.8% | -10.0% | -9.8% | -19.2% |
| YTD | -0.9% | -12.5% | +11.5% | -0.3% |
| 1Y | -15.7% | -27.9% | +12.2% | -13.5% |
| 3Y | +12.3% | -31.4% | +43.7% | +9.4% |
| 5Y | -60.1% | -3.2% | -56.8% | -64.6% |
| 10Y | +265.3% | +191.5% | +73.9% | +150.4% |
| All | +265.3% | +186.6% | +78.7% | +150.4% |
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 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