+23.2%
BAC vs FGI
-70.3%
+93.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -11.6% | +8.9% | -2.6% |
| 30D | -8.0% | -3.3% | -4.7% | -8.0% |
| 3M | -20.9% | +65.6% | -86.5% | -21.7% |
| 6M | -5.4% | -2.8% | -2.6% | -5.8% |
| YTD | -8.1% | +30.1% | -38.2% | -9.5% |
| 1Y | -3.1% | +50.2% | -53.3% | -5.0% |
| 3Y | +88.1% | -0.4% | +88.6% | +84.2% |
| All | +23.2% | -70.3% | +93.5% | +22.5% |
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