+1,072.4%
BAC vs GD
+20,112.4%
-19,040.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.4% |
| 7D | -2.7% | -3.9% | +1.2% | -0.7% |
| 30D | -8.0% | +8.1% | -16.1% | -11.9% |
| 3M | -20.9% | -6.8% | -14.2% | -18.2% |
| 6M | -5.4% | +3.0% | -8.4% | -7.4% |
| YTD | -8.1% | +7.8% | -15.8% | -12.9% |
| 1Y | -3.1% | +5.8% | -8.9% | -7.3% |
| 3Y | +88.1% | +55.3% | +32.8% | +44.4% |
| 5Y | +19.7% | +96.7% | -76.9% | -19.9% |
| 10Y | +275.9% | +195.4% | +80.5% | +106.4% |
| All | +1,072.4% | +20,112.4% | -19,040.0% | +128.9% |
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