+448.8%
GS vs BAH
+213.2%
+235.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +1.7% | +18.2% | -16.6% | -2.1% |
| 3M | -11.6% | +13.1% | -24.7% | -14.3% |
| 6M | -1.9% | +15.2% | -17.1% | -5.8% |
| YTD | +5.1% | +6.0% | -0.9% | +1.7% |
| 1Y | +16.4% | +3.1% | +13.3% | +13.3% |
| 3Y | +199.0% | -26.2% | +225.2% | +203.3% |
| 5Y | +157.4% | +9.3% | +148.1% | +121.6% |
| All | +448.8% | +213.2% | +235.6% | +251.7% |
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