+6.7%
GME vs BAH
-32.1%
+38.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | +0.4% | -4.3% | +4.8% | +0.1% |
| 30D | -1.4% | -4.5% | +3.1% | -1.7% |
| 3M | -15.1% | -7.6% | -7.5% | -15.7% |
| 6M | -22.5% | -10.6% | -11.9% | -23.2% |
| YTD | -5.9% | -12.6% | +6.6% | -6.8% |
| 1Y | -18.6% | -27.0% | +8.3% | -21.7% |
| 3Y | +6.7% | -31.5% | +38.2% | -1.5% |
| All | +6.7% | -32.1% | +38.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling