+592.9%
GS vs BAH
+1,110.0%
-517.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.7% |
| 7D | -6.3% | +6.0% | -12.4% | -7.8% |
| 30D | -3.1% | +31.1% | -34.2% | -9.8% |
| 3M | -17.7% | +25.2% | -42.8% | -22.7% |
| 6M | -4.6% | +18.9% | -23.5% | -9.8% |
| YTD | +0.3% | +8.3% | -8.0% | -4.1% |
| 1Y | +11.7% | +6.2% | +5.5% | +7.2% |
| 3Y | +183.6% | -22.8% | +206.3% | +184.8% |
| 5Y | +141.0% | +13.6% | +127.4% | +108.1% |
| 10Y | +507.4% | +240.2% | +267.2% | +257.3% |
| All | +592.9% | +1,110.0% | -517.1% | +143.7% |
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 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