+19.7%
BAC vs GD
+97.4%
-77.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.6% |
| 7D | -2.7% | -3.9% | +1.2% | -1.0% |
| 30D | -8.0% | +8.1% | -16.1% | -11.3% |
| 3M | -20.9% | -6.8% | -14.2% | -18.6% |
| 6M | -5.4% | +3.0% | -8.4% | -7.1% |
| YTD | -8.1% | +7.8% | -15.8% | -12.2% |
| 1Y | -3.1% | +5.8% | -8.9% | -6.7% |
| 3Y | +88.1% | +55.3% | +32.8% | +46.0% |
| 5Y | +19.7% | +96.7% | -76.9% | -22.2% |
| All | +19.7% | +97.4% | -77.7% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling