+263.2%
BAC vs GD
+190.6%
+72.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +2.3% |
| 30D | -7.7% | +8.9% | -16.6% | -13.3% |
| 3M | -21.2% | -8.0% | -13.1% | -16.7% |
| 6M | -6.8% | +2.9% | -9.7% | -9.7% |
| YTD | -8.7% | +7.1% | -15.8% | -15.0% |
| 1Y | -5.3% | +5.9% | -11.2% | -11.2% |
| 3Y | +87.4% | +53.9% | +33.6% | +28.2% |
| 5Y | +18.9% | +95.4% | -76.5% | -35.4% |
| All | +263.2% | +190.6% | +72.6% | +31.2% |
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