+101.8%
GSK vs BAH
+210.6%
-108.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +10.2% | +18.2% | -8.1% | +7.1% |
| 3M | -0.9% | +13.1% | -14.0% | -3.1% |
| 6M | +3.5% | +15.2% | -11.7% | +0.5% |
| YTD | +7.2% | +6.0% | +1.2% | +4.6% |
| 1Y | +12.0% | +3.1% | +8.9% | +9.7% |
| 3Y | +67.3% | -26.2% | +93.5% | +69.7% |
| 5Y | +45.3% | +9.3% | +35.9% | +32.6% |
| 10Y | +101.8% | +212.3% | -110.5% | +62.1% |
| All | +101.8% | +210.6% | -108.9% | +62.1% |
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