+110.5%
GME vs BAH
-26.8%
+137.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.4% |
| 7D | +1.6% | -1.6% | +3.2% | +1.5% |
| 30D | -6.2% | +18.0% | -24.2% | -5.0% |
| 3M | +35.8% | +11.4% | +24.3% | +36.9% |
| 6M | +10.3% | +17.7% | -7.4% | +11.8% |
| YTD | +27.2% | +5.4% | +21.9% | +28.0% |
| 1Y | +19.1% | +2.8% | +16.4% | +19.4% |
| All | +110.5% | -26.8% | +137.2% | +92.4% |
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 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