-4.7%
BAC vs GE
+7.0%
-11.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.7% |
| 7D | +1.5% | +5.1% | -3.6% | 0.0% |
| 30D | -6.4% | +7.6% | -13.9% | -8.3% |
| 3M | -21.7% | -9.3% | -12.4% | -19.6% |
| 6M | +0.5% | +11.5% | -11.0% | -2.8% |
| YTD | -6.7% | +7.9% | -14.6% | -10.0% |
| 1Y | -4.7% | +7.6% | -12.3% | -7.5% |
| All | -4.7% | +7.0% | -11.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling