-62.0%
GME vs BAH
-2.8%
-59.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | -4.3% | +4.8% | +0.6% |
| 30D | -1.4% | -4.5% | +3.1% | -1.3% |
| 3M | -15.1% | -7.6% | -7.5% | -15.0% |
| 6M | -22.5% | -10.6% | -11.9% | -22.3% |
| YTD | -5.9% | -12.6% | +6.6% | -5.8% |
| 1Y | -18.6% | -27.0% | +8.3% | -18.2% |
| 3Y | +6.7% | -31.5% | +38.2% | -3.3% |
| 5Y | -62.0% | -3.8% | -58.2% | -70.7% |
| All | -62.0% | -2.8% | -59.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling