+186.8%
GS vs BAH
-22.8%
+209.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.4% |
| 7D | -6.3% | +6.0% | -12.4% | -6.6% |
| 30D | -3.1% | +31.1% | -34.2% | -4.2% |
| 3M | -17.7% | +25.2% | -42.8% | -18.4% |
| 6M | -4.6% | +18.9% | -23.5% | -5.1% |
| YTD | +0.3% | +8.3% | -8.0% | -0.1% |
| 1Y | +11.7% | +6.2% | +5.5% | +11.4% |
| All | +186.8% | -22.8% | +209.7% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling