+55.2%
BAC vs FGI
-70.4%
+125.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | +1.1% | +0.5% | +0.5% | +1.1% |
| 30D | -0.4% | +65.4% | -65.8% | -1.4% |
| 3M | +16.9% | +23.5% | -6.6% | +16.1% |
| 6M | +26.6% | +60.5% | -33.9% | +24.5% |
| YTD | +15.8% | +30.0% | -14.2% | +14.1% |
| 1Y | +27.2% | +82.1% | -54.9% | +23.6% |
| 3Y | +132.4% | -4.4% | +136.8% | +128.1% |
| All | +55.2% | -70.4% | +125.6% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling