-15.7%
GME vs BAH
-26.7%
+11.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +4.8% | -1.3% | +6.2% | +4.9% |
| 30D | +5.9% | -6.6% | +12.5% | +6.3% |
| 3M | -10.7% | -7.2% | -3.6% | -10.4% |
| 6M | -19.8% | -10.0% | -9.8% | -19.3% |
| YTD | -0.9% | -12.5% | +11.5% | -1.4% |
| 1Y | -15.7% | -27.9% | +12.2% | -13.8% |
| All | -15.7% | -26.7% | +11.1% | -13.8% |
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 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