+396.6%
BAC vs GD
+190.3%
+206.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.2% |
| 7D | +1.1% | -5.3% | +6.3% | +4.9% |
| 30D | -0.4% | -6.4% | +6.0% | +4.3% |
| 3M | +16.9% | +5.7% | +11.2% | +11.7% |
| 6M | +26.6% | -0.9% | +27.6% | +26.1% |
| YTD | +15.8% | +8.2% | +7.6% | +7.5% |
| 1Y | +27.2% | +13.4% | +13.7% | +13.5% |
| 3Y | +132.4% | +68.5% | +63.9% | +47.7% |
| 5Y | +72.6% | +97.2% | -24.6% | -6.4% |
| All | +396.6% | +190.3% | +206.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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