+18.0%
BAC vs GD
+94.5%
-76.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -1.2% | -5.0% | +3.8% | +1.0% |
| 30D | -7.7% | +8.9% | -16.6% | -11.3% |
| 3M | -21.2% | -8.0% | -13.1% | -18.3% |
| 6M | -6.8% | +2.9% | -9.7% | -8.5% |
| YTD | -8.7% | +7.1% | -15.8% | -12.6% |
| 1Y | -5.3% | +5.9% | -11.2% | -8.8% |
| 3Y | +87.4% | +53.9% | +33.6% | +46.1% |
| All | +18.0% | +94.5% | -76.5% | -22.7% |
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