+486.7%
GS vs BAH
+220.7%
+266.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.6% |
| 7D | -3.2% | -3.5% | +0.3% | -2.5% |
| 30D | -2.4% | +24.3% | -26.7% | -7.2% |
| 3M | -15.7% | +16.3% | -32.1% | -18.9% |
| 6M | -6.8% | +13.6% | -20.4% | -10.3% |
| YTD | -0.1% | +3.5% | -3.5% | -2.9% |
| 1Y | +12.1% | +2.7% | +9.4% | +9.0% |
| 3Y | +185.8% | -26.6% | +212.4% | +189.4% |
| 5Y | +140.1% | +8.5% | +131.6% | +105.9% |
| All | +486.7% | +220.7% | +266.0% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling