+458.9%
GS vs BAH
+211.3%
+247.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | +3.7% | +18.0% | -14.3% | -0.2% |
| 3M | -10.0% | +11.4% | -21.4% | -12.4% |
| 6M | -1.0% | +17.7% | -18.7% | -5.4% |
| YTD | +7.0% | +5.4% | +1.6% | +3.6% |
| 1Y | +16.6% | +2.8% | +13.9% | +13.5% |
| 3Y | +204.4% | -26.7% | +231.1% | +209.2% |
| 5Y | +160.0% | +8.1% | +152.0% | +124.6% |
| 10Y | +458.9% | +202.5% | +256.3% | +258.6% |
| All | +458.9% | +211.3% | +247.5% | +258.6% |
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