+25.5%
BAC vs FGI
-68.3%
+93.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.1% |
| 7D | -1.9% | +6.9% | -8.7% | -1.9% |
| 30D | -7.2% | +3.9% | -11.1% | -7.2% |
| 3M | -20.4% | +74.3% | -94.7% | -21.2% |
| 6M | +1.3% | +28.9% | -27.7% | +0.4% |
| YTD | -6.4% | +39.1% | -45.5% | -7.9% |
| 1Y | -3.5% | +49.3% | -52.8% | -5.3% |
| 3Y | +96.7% | +5.7% | +91.0% | +92.6% |
| All | +25.5% | -68.3% | +93.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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