+1,376.8%
BAC vs GD
+20,186.5%
-18,809.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | +0.6% | -5.3% | +5.8% | +3.5% |
| 30D | -0.9% | -6.4% | +5.5% | +2.6% |
| 3M | +16.3% | +5.7% | +10.6% | +12.5% |
| 6M | +26.0% | -0.9% | +26.9% | +25.7% |
| YTD | +15.2% | +8.2% | +7.0% | +9.2% |
| 1Y | +26.5% | +13.4% | +13.1% | +16.7% |
| 3Y | +132.4% | +68.5% | +63.9% | +70.5% |
| 5Y | +72.6% | +97.2% | -24.6% | +15.6% |
| 10Y | +389.7% | +190.2% | +199.5% | +171.7% |
| All | +1,376.8% | +20,186.5% | -18,809.7% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling