+18.0%
BAC vs GEN
+32.5%
-14.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | 0.0% |
| 7D | -1.2% | +2.3% | -3.4% | -1.7% |
| 30D | -7.7% | +33.1% | -40.7% | -14.4% |
| 3M | -21.2% | +6.5% | -27.6% | -23.1% |
| 6M | -6.8% | +53.8% | -60.6% | -19.3% |
| YTD | -8.7% | +11.2% | -19.9% | -12.7% |
| 1Y | -5.3% | +19.4% | -24.7% | -11.6% |
| 3Y | +87.4% | +81.0% | +6.4% | +51.3% |
| All | +18.0% | +32.5% | -14.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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