+1,376.8%
BAC vs GE
+2,981.6%
-1,604.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.1% | -1.6% | +2.7% | +2.2% |
| 30D | -0.4% | -11.6% | +11.2% | +7.9% |
| 3M | +16.9% | +3.0% | +13.9% | +13.5% |
| 6M | +26.6% | -0.5% | +27.1% | +23.9% |
| YTD | +15.8% | +9.7% | +6.1% | +5.0% |
| 1Y | +27.2% | +20.0% | +7.1% | +7.6% |
| 3Y | +132.4% | +275.8% | -143.4% | -17.2% |
| 5Y | +72.6% | +429.1% | -356.5% | -53.9% |
| 10Y | +389.7% | +151.2% | +238.6% | +88.2% |
| All | +1,376.8% | +2,981.6% | -1,604.8% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling