+25.1%
BAC vs FGI
-66.3%
+91.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.4% |
| 7D | +1.5% | +13.5% | -12.0% | +1.4% |
| 30D | -6.4% | +17.1% | -23.5% | -6.5% |
| 3M | -21.7% | +78.0% | -99.7% | -22.5% |
| 6M | +0.5% | +46.4% | -45.9% | -0.5% |
| YTD | -6.7% | +47.7% | -54.4% | -8.2% |
| 1Y | -4.7% | +56.8% | -61.5% | -6.5% |
| 3Y | +96.1% | +12.3% | +83.8% | +91.9% |
| All | +25.1% | -66.3% | +91.4% | +24.2% |
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