+458.0%
GME vs BAH
+886.2%
-428.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +7.2% | -3.2% | +10.5% | +7.7% |
| 30D | +0.8% | +2.0% | -1.2% | +0.4% |
| 3M | -14.0% | -7.6% | -6.3% | -13.3% |
| 6M | -19.7% | -5.7% | -14.1% | -19.5% |
| YTD | -4.6% | -11.7% | +7.1% | -3.8% |
| 1Y | -14.3% | -27.4% | +13.0% | -11.3% |
| 3Y | +4.0% | -32.5% | +36.6% | +4.1% |
| 5Y | -62.2% | -3.3% | -58.9% | -65.5% |
| 10Y | +241.4% | +186.0% | +55.4% | +133.6% |
| All | +458.0% | +886.2% | -428.2% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling