+237.7%
BAC vs DG
+119.6%
+118.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.1% | +5.2% | -3.1% | +1.3% |
| 30D | -6.7% | +7.9% | -14.6% | -7.9% |
| 3M | -20.2% | +12.7% | -33.0% | -21.9% |
| 6M | -0.2% | +22.4% | -22.6% | -3.9% |
| YTD | -6.4% | +5.4% | -11.8% | -7.9% |
| 1Y | -3.1% | +39.4% | -42.5% | -9.3% |
| 3Y | +96.7% | +24.1% | +72.6% | +81.7% |
| 5Y | +21.3% | -32.2% | +53.4% | +28.8% |
| 10Y | +237.7% | +111.8% | +125.9% | +163.3% |
| All | +237.7% | +119.6% | +118.2% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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